Related papers: A hunt for sharp $L ^p$-estimates and rank-one con…

We present a few techniques for proving $L^p$ estimates for martingales. Basic applications to It\^o integration and rough paths are included.

We prove sharp maximal inequalities for $L^q$-valued stochastic integrals with respect to any Hilbert space-valued local martingale. Our proof relies on new Burkholder-Rosenthal type inequalities for martingales taking values in an…

This paper present an overview of some of the applications of the martingale inequalities of D.L. Burkholder to $L^p$-bounds for singular integral operators, concentrating on the Hilbert transform, first and second order Riesz transforms,…

The paper contains an alternative proof of the celebrated $L^p$ estimates for differentially subordinate martingales established by Burkholder and Wang in the eighties and nineties. The approach links the validity of the estimate to the…

In this paper we study direct and inverse approximation inequalities in $L^{p}(\mathbb{R}^{d})$, $1<p<\infty$, with the Dunkl weight. We obtain these estimates in their sharp form substantially improving previous results. We also establish…

Let $X$ be a supermartingale starting from $0$ which has only nonnegative jumps. For each $0<p<1$ we determine the best constants $c_p$, $C_p$ and $\mathfrak{c}_p$ such that $$ \,\,\,\,\sup_{t\geq 0}\left|\left|X_t\right|\right|_p\leq…

We derive inequalities for time-discrete and time-continuous martingales that are similar to the well-known Burkholder inequalities. For the time-discrete case arbitrary martingales in $L^p(\Omega)$ are treated, whereas in the…

We prove the analogue of the classical Burkholder-Gundy inequalites for non-commutative martingales. As applications we give a characterization for an Ito-Clifford integral to be an $L^p$-martingale via its integrand, and then extend the…

The purpose of the paper is to establish weighted maximal $L_p$-inequalities in the context of operator-valued martingales on semifinite von Neumann algebras. The main emphasis is put on the optimal dependence of the $L_p$ constants on the…

We prove certain $L^p$ estimates ($1<p<\infty$) for non-isotropic singular integrals along surfaces of revolution. As an application we obtain $L^p$ boundedness of the singular integrals under a sharp size condition on their kernels.

Multi-dimensional continuous local martingales, enhanced with their stochastic area process, give rise to geometric rough paths with a.s. finite homogenous p-variation, p>2. Here we go one step further and establish quantitative bounds of…

We give several sharp estimates for a class of combinations of second order Riesz transforms on Lie groups ${G}={G}_{x} \times {G}_{y}$ that are multiply connected, composed of a discrete abelian component ${G}_{x}$ and a connected…

For solutions of a certain class of SPDEs in divergence form we present some estimates of their $L_{p}$-norms and the $L_{p}$-norms of their first-order derivatives. The main novelty is that the low-order coefficients are supposed to belong…

The main aspiration of this note is to construct several different Haar-type systems in euclidean spaces of higher dimensions and prove sharp Lp bounds for the corresponding martingale transforms. In dimension one this was a result of…

The sharp range of $L^p$-estimates for the class of H\"ormander-type oscillatory integral operators is established in all dimensions under a positive-definite assumption on the phase. This is achieved by generalising a recent approach of…

We present a unified approach to Doob's $L^p$ maximal inequalities for $1\leq p<\infty$. The novelty of our method is that these martingale inequalities are obtained as consequences of elementary deterministic counterparts. The latter have…

A sharp estimation of the $L^p$-norms of some matrix coefficients of the square integrable representations is conjectured. The conjecture can be proved for integer values of $p$ using a result of J. Burbea.

Sharp $L^\infty$ estimates are obtained for general classes of fully non-linear PDE's on non-K\"ahler manifolds, complementing the theory developed earlier by the authors in joint work with F. Tong for the K\"ahler case. The key idea is…

We prove new sharp $L^p$, logarithmic, and weak-type inequalities for martingales under the assumption of differentially subordination. The $L^p$ estimates are "Fyenman-Kac" type versions of Burkholder's celebrated martingale transform…

For any two real-valued continuous-path martingales $X=\{X_t\}_{t\geq 0}$ and $Y=\{Y_t\}_{t\geq 0}$, with $X$ and $Y$ being orthogonal and $Y$ being differentially subordinate to $X$, we obtain sharp $L^p$ inequalities for martingales of…