Related papers: A hunt for sharp $L ^p$-estimates and rank-one con…
Results on the existence, uniqueness and strict comparison for solutions to a BSDE driven by a multi-dimensional RCLL martingale are established. The goal is to develop a general multi-asset framework encompassing a wide spectrum of…
We establish a new scale of $p$-variation estimates for martingale paraproducts, martingale transforms, and It\^o integrals, of relevance in rough paths theory, stochastic, and harmonic analysis. As an application, we introduce rough…
We describe the Bellman function technique for proving sharp inequalities in harmonic analysis. To provide an example along with historical context, we present how it was originally used by Donald Burkholder to prove $L^p$ boundedness of…
Interpolation inequalities play an important role in the study of PDEs and their applications. There are still some interesting open questions and problems that related to integral estimates and regularity of solutions to the elliptic…
In this paper we revisit the remainder terms of $L^p$-Hardy inequalities for magnetic $p$-Laplacians. In particular, we will give an integral representation of the sharp constant for a crucial algebraic inequality established by C. Cazacu,…
A representation of the sharp coefficient in a pointwise estimate for the gradient of the generalized Poisson integral of a function $f$ on ${\mathbb R}^n$ is obtained under the assumption that $f$ belongs to $L^p$. The explicit value of…
A representation for the sharp coefficient in a pointwise estimate for the gradient of a generalized Poisson integral of a function $f$ on ${\mathbb R}^{n-1}$ is obtained under the assumption that $f$ belongs to $L^p$. It is assumed that…
We prove a duality theorem the computation of certain Bellman functions is usually based on. As a byproduct, we obtain sharp results about the norms of monotonic rearrangements. The main novelty of our approach is a special class of…
We establish a new comparison between the Legendre transform of the cumulant generating function and the half-space depth of an arbitrary log-concave probability distribution on the real line, that carries on to the multidimensional…
Let $D$ be a strictly pseudoconvex domain in $\C^N$ and $X$ a pure-dimensional non-reduced subvariety that behaves well at $\partial D$. We provide $L^p$-estimates of extensions of holomorphic functions defined on $X$.
We discuss the L^p-boundedness of maximal singular integrals in the plane over a finite set V of N directions. Logarithmic bounds are established for a set V of arbitrary structure in the 2<=p<infinity range. Sharp bounds are proved for…
This survey paper discusses the history of approximation formulas for n-th order derivatives by integrals involving orthogonal polynomials. There is a large but rather disconnected corpus of literature on such formulas. We give some results…
We propose an algebraic method for proving estimates on moments of stochastic integrals. The method uses qualitative properties of roots of algebraic polynomials from certain general classes. As an application, we give a new proof of a…
We obtain new $L_p$ estimates for subsolutions to fully nonlinear equations. Based on our $L_p$ estimates, we further study several topics such as the third and fourth order derivative estimates for concave fully nonlinear equations,…
This paper is devoted to tangent martingales in Banach spaces. We provide the definition of tangency through local characteristics, basic $L^p$- and $\phi$-estimates, a precise construction of a decoupled tangent martingale, new estimates…
Properties of a maximal function for vector-valued martingales were studied by the author in an earlier paper. Restricting here to the dyadic setting, we prove the equivalence between (weighted) L^p inequalities and weak type estimates, and…
In this paper, we are interested in the $L^p$-estimates of the Boltzmann equation in the case that the distribution function stays around a travelling local Maxwellian. For this, we divide both sides of the Boltzmann equation by the…
We establish a global weighted $L^p$ estimate for the gradient of the solution to a divergence-form elliptic equations, where the coefficients are in a weighted VMO space and the equations have singularities on a co-dimension two boundary.
We consider equidistant approximations of stochastic integrals driven by H\"older continuous Gaussian processes of order $H>\frac12$ with discontinuous integrands involving bounded variation functions. We give exact rate of convergence in…
We obtain sharp $L^p$ bounds for oscillatory integral operators with generic homogeneous polynomial phases in several variables. The phases considered in this paper satisfy the rank one condition which is an important notion introduced by…