Related papers: A note on martingale Hardy spaces

In this paper we prove a correspondence principle between multivariate functions of bounded variation in the sense of Hardy and Krause and signed measures of finite total variation, which allows us to obtain a simple proof of a generalized…

The Davis inequality $\mathbb{E} Sf\simeq \mathbb{E} f^*$ between $L^1$ norms of square function of a martingale and its maximal function is known for martingales indexed by linearly ordered filtrations and in some particular cases for…

We propose a computationally straightforward test for the linearity of a spatial interaction function. Such functions arise commonly, either as practitioner imposed specifications or due to optimizing behaviour by agents. Our conditional…

We consider a non-negative self-adjoint operator L satisfying generalized Gaussian estimates on a doubling metric measure space, and show that if L has a spectral gap then the local and global Hardy spaces defined by means of appropriate…

We investigate structure of the optimal domains for the Hardy-type operators including, for example, the classical Ces\`aro, Copson and Volterra operators as well as for some of their generalizations. We prove that, in some sense, the…

Let $L$ be a one to one operator of type $\omega$ having a bounded $H_\infty$ functional calculus and satisfying the $k$-Davies-Gaffney estimates with $k\in{\mathbb N}$. In this paper, the authors introduce the Hardy space…

We provide an analogue of Gundy's decomposition for L1-bounded non-commutative martingales. An important difference from the classical case is that for any L1-bounded non-commutative martingale, the decomposition consists of four…

In a setting, where only "exit measures" are given, as they are associated with an arbitrary right continuous strong Markov process on a separable metric space, we provide simple criteria for the validity of Harnack inequalities for…

Let $A$ be a general expansive matrix and $X$ be a ball quasi-Banach function space on $\mathbb R^n$, whose certain power (namely its convexification) supports a Fefferman--Stein vector-valued maximal inequality and the associate space of…

We study Bessel processes on Weyl chambers of types A and B on $\mathbb R^N$. Using elementary symmetric functions, we present several space-time-harmonic functions and thus martingales for these processes $(X_t)_{t\ge0}$ which are…

The well known result of Bourgain and Kwapie\'n states that the projection $P_{\leq m}$ onto the subspace of the Hilbert space $L^2\left(\Omega^\infty\right)$ spanned by functions dependent on at most $m$ variables is bounded in $L^p$ with…

We show that the best constants appearing in the weak type (1,1) inequalities satisfied by the centered Hardy-Littlewood maximal function associated to some finite radial measures, such as the standard gaussian measure, grow exponentially…

We describe recent nonlinear analytic approximation tools in the classical setting of Hardy spaces in the upper half plane and show how to transfer them to the higher dimensional real setting of harmonic functions in upper half spaces. It…

In this paper, we consider a product of a symmetric stable process in $\mathbb{R}^d$ and a one-dimensional Brownian motion in $\mathbb{R}^+$. Then we define a class of harmonic functions with respect to this product process. We show that…

The note shows that the operator-valued Hardy space $\sH^1$ introduced via Littlewood-Paley $g$-function coincides with the space of $H^1_R(\T, \sL^1)$ of all Bochner integrable operator-valued functions with integrable analytic part. The…

Let $\L$ be a Schr\"odinger operator of the form $\L=-\Delta+V$ acting on $L^2(\mathbb R^n)$, $n\geq3$, where the nonnegative potential $V$ belongs to the reverse H\"older class $B_q$ for some $q\geq n.$ Let ${\rm BMO}_{{\mathcal{L}}}(\RR)$…

For a class of martingales, this paper provides a framework on the uniform consistency with broad applicability. The main condition imposed is only related to the conditional variance of the martingale, which holds true for stationary…

Sets of orthogonal martingales are importants because they can be used as stochastic integrators in a kind of chaotic representation property, see [20]. In this paper, we revisited the problem studied by W. Schoutens in [21], investigating…

New Hardy and Sobolev type inequalities involving $L^1$-norms of scalar and vector-valued functions in $\Bbb{R}^n$ are obtained. The work is related to some problems stated in the recent paper by Bourgain and Brezis

The class of Banach spaces $(L^{q},L^{p}) ^{\alpha}(X,d,\mu)$, $1\leq q\leq \alpha \leq p\leq \infty ,$ introduced in \cite{F1} in connection with the study of the continuity of the fractional maximal operator of Hardy-Littlewood and of the…