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

We prove a sharp H\"older estimate for solutions of linear two-dimensional, divergence form elliptic equations with measurable coefficients, such that the matrix of the coefficients is symmetric and has {\em unit determinant}. Our result…

For the fractional Laplace equation, a surprising observation is the non-uniqueness for the basic Dirichlet type problems. In this paper, a somewhat sharp uniqueness condition for the fractional Laplace equation is established. We derive…

Almost everywhere convergence on the solution of Schr\"odinger equation is an important problem raised by Carleson in harmonic analysis. In recent years, this problem was essentially solved by building the sharp $L^p$-estimate of…

The problem of finding a martingale on a manifold with a fixed random terminal value can be solved by considering BSDEs with a generator with quadratic growth. We study here a generalization of these equations and we give uniqueness and…

The main goal of this paper is to apply the machinery of variational analysis and generalized differentiation to study infinite horizon stochastic dynamic programming (DP) with discrete time in the Banach space setting without convexity…

For given $p\in\lbrack1,\infty]$ and $g\in L^{p}\mathbb{(R)}$, we establish the existence and uniqueness of solutions $f\in L^{p}(\mathbb{R)}$, to the equation \[ f(x)-af(bx)=g(x), \] where $a\in\mathbb{R}$, $b\in\mathbb{R} \setminus…

In this paper, we prove $L^p$ estimates for the fractional derivatives of solutions to elliptic fractional partial differential equations whose coefficients are $VMO$. In particular, our work extends the optimal regularity known in the…

In this article, we study predictable projections of stochastic integrals with respect to the conformal Brownian motion, extending the connection between powers of the conformal Brownian motion and the corresponding Hermite polynomials. As…

Weighted cone-volume functionals are introduced for the convex polytopes in $\mathbb{R}^n$. For these functionals, geometric inequalities are proved and the equality conditions are characterized. A variety of corollaries are derived,…

Recently in joint work with E. Sert, we proved sharp boundedness results on discrete fractional integral operators along binary quadratic forms. Present work vastly enhances the scope of those results by extending boundedness to bivariate…

Semilinear stochastic partial differential equations on bounded domains $\mathscr{D}$ are considered. The semilinear term may have arbitrary polynomial growth as long as it is continuous and monotone except perhaps near the origin. Typical…

Sharp $L^p$ extensions of Pitt's inequality expressed as a weighted Sobolev inequality are obtained using convolution estimates and Stein-Weiss potentials. More generally, optimal constants are obtained for the full Stein-Weiss potential as…

A solution to the more than 300-years old problem of geometric and physical interpretation of fractional integration and differentiation (i.e., integration and differentiation of an arbitrary real order) is suggested for the…

A representation of the sharp constant in a pointwise estimate of the gradient of a harmonic function in a multidimensional half-space is obtained under the assumption that function's boundary values belong to $L^p$. This representation is…

The aim of the paper is to prove the existence and uniqueness of the $L^{p}$--variational solution, with $p>1,$ of the following multivalued backward stochastic differential equation with $p$--integrable data: \begin{equation*} \left\{…

$L^p$ spaces are investigated for vector lattice-valued functions, with respect to filter convergence. As applications, some classical inequalities are extended to the vector lattice context, and some properties of the Brownian Motion and…

We consider linear elliptic and parabolic equations with measurable coefficients and prove two types of $L_{p}$-estimates for their solutions, which were recently used in the theory of fully nonlinear elliptic and parabolic second order…

We present a new fractional Taylor formula for singular functions whose Caputo fractional derivatives are of bounded variation. It bridges and ``interpolates" the usual Taylor formulas with two consecutive integer orders. This enables us to…

We propose a novel approach in noncommutative probability, which can be regarded as an analogue of good-$\lambda$ inequalities from the classical case due to Burkholder and Gundy (Acta Math {\bf124}: 249-304,1970). This resolves a…

We obtain sharp weighted estimates for solutions of the equation $\partial$ u = f in a lineally convex domain of finite type. Precisely we obtain estimates in the spaces L p ($\Omega$,$\delta$ $\gamma$), $\delta$ being the distance to the…