Related papers: Atomic blocks for noncommutative martingales
We prove that atomic decomposition for the Hardy spaces h_1 and H_1 is valid for noncommutative martingales. We also establish that the conditioned Hardy spaces of noncommutative martingales h_p and bmo form interpolation scales with…
We prove an atomic type decomposition for the noncommutative martingale Hardy space $\h_p$ for all $0<p<2$ by an explicit constructive method using algebraic atoms as building blocks. Using this elementary construction, we obtain a weak…
In this paper, we introduce the notion of martingale Hardy-amalgam spaces: $ H^s_{p,q},\,\,\mathcal{Q}_{p,q}$ and $\mathcal{P}_{p,q}$. We present two atomic decompositions for these spaces. The dual space of $H^s_{p,q}$ for $0<p\le q\le 1$…
We prove an analogue of the classical Davis' decomposition for martingales in noncommutative L_p-spaces, involving the square functions. We also determine the dual space of the noncommutative conditioned Hardy space \h_1. We further extend…
Given a measure $\mu$ of polynomial growth, we refine a deep result by David and Mattila to construct an atomic martingale filtration of $\mathrm{supp}(\mu)$ which provides the right framework for a dyadic form of nondoubling harmonic…
In this paper, we study the John-Nirenberg inequality for BMO and the atomic decomposition for H1 of noncommutative martingales. We first establish a crude version of the column (resp. row) John-Nirenberg inequality for all 0 < p < \infty.…
We present an elementary treatment of the Optional Decomposition Theorem for continuous semimartingales and general filtrations. This treatment does not assume the existence of equivalent local martingale measure(s), only that of strictly…
This paper builds upon our recent work, published in Lett. Math. Phys., 112: 94, 2022, where we established that the integrable Volterra lattice on a free associative algebra and the whole hierarchy of its symmetries admits a quantisation…
We introduce Hardy spaces for martingales with respect to continuous filtration for von Neumann algebras. In particular we prove the analogues of the Burkholder/Gundy and Burkholder/Rosenthal inequalities in this setting. The usual…
Let $p(\cdot)$ be a measurable function defined on a probability space satisfying $0<p_-:={\rm ess}\inf_{x\in \Omega}p(x)\leq {\rm ess}\sup_{x\in\Omega}p(x)=:p_+<\infty$. We investigate five types of martingale Hardy spaces $H_{p(\cdot)}$…
Let T_t=e^{-tL} be a semigroup of self-adjoint linear operators acting on L^2(X,mu), where (X,d mu) is a space of homogeneous type. We assume that T_t has an integral kernel T_t(x,y) which satisfies the upper and lower Gaussian bounds:…
Let $\Delta$ and $L=\Delta -\|\mathbf x\|^2$ be the Dunkl Laplacian and the Dunkl harmonic oscillator respectively. We define the Hardy space $\mathcal H^1$ associated with the Dunkl harmonic oscillator by means of the nontangential maximal…
Let $\Delta$ be the Dunkl Laplacian on $\mathbb R^N$ associated with a normalized root system $R$ and a multiplicity function $k(\alpha)\geq 0$. We say that a function $f$ belongs to the Hardy space $H^1_{\Delta}$ if the nontangential…
A new proof is given of the atomic decomposition of Hardy spaces Hp, in the classical setting of Rn. The new method can be used to establish atomic decomposition of maximal Hardy spaces in general setting and non classical settings.
Assume that we are given a filtration $(\mathscr F_n)$ on a probability space $(\Omega,\mathscr F,\mathbb P)$ of the form that each $\mathscr F_n$ is generated by the partition of one atom of $\mathscr F_{n-1}$ into two atoms of $\mathscr…
The usual one third trick allows to reduce problems involving general cubes to a countable family. Moreover, this covering lemma uses only dyadic cubes, which allows to use nice martingale properties in harmonic analysis problems. We…
In this paper, we give an atomic decomposition characterization of flag Hardy spaces $H^p_F({\rr}^n\times {\rr}^m)$ for $0<p\le 1$, which were introduced in \cite{hl1}. A remarkable feature of atoms of such flag Hardy spaces is that these…
We investigate Hardy spaces $H^1_L(X)$ corresponding to self-adjoint operators $L$. Our main aim is to obtain a description of $H^1_L(X)$ in terms of atomic decompositions similar to such characterisation of the classical Hardy spaces…
We show the dual spaces of conditional Hardy space and symmetric Hardy space of noncommutative martingales. We derive relationship between the symmetric Hardy space of noncommutative martingales and its conditioned version.
We establish a complete theory of the flag Hardy space on the Heisenberg group $\mathbb H^{n}$ with characterisations via atomic decompositions, area functions, square functions, maximal functions and singular integrals. We introduce…