Related papers: Second order Riesz transforms on multiply-connecte…

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…

We show that the centered discrete Hilbert transform on integers applied to a function can be written as the conditional expectation of a transform of stochastic integrals, where the stochastic processes considered have jump components. The…

A class of high-order numerical algorithms for Riesz derivatives are established through constructing new generating functions. Such new high-order formulas can be regarded as the modification of the classical (or shifted) Lubich's…

Discrete analogues of classical operators in harmonic analysis have been widely studied, revealing deep connections with areas such as ergodic theory and analytic number theory. This line of research is commonly known as \emph{Discrete…

For any fixed $p>2$, a necessary and sufficient condition is obtained for the boundedness of the Riesz transforms associated with second order elliptic operators with real, symmetric, bounded measurable coefficients.

A well-known It\^o formula for finite dimensional processes, given in terms of stochastic integrals with respect to Wiener processes and Poisson random measures, is revisited and is revised. The revised formula, which corresponds to the…

We show that multipliers of second order Riesz transforms on products of discrete abelian groups enjoy the $L^{p} $ estimate $p^{\ast} -1$, where $p^{\ast} = \max \{ p,q \}$ and $p$ and $q$ are conjugate exponents. This estimate is sharp if…

We revisit the results on admissible transformations between normal linear systems of second-order ordinary differential equations with an arbitrary number of dependent variables under several appropriate gauges of the arbitrary elements…

This article focuses on $L^p$ estimates for objects associated to elliptic operators in divergence form: its semigroup, the gradient of the semigroup, functional calculus, square functions and Riesz transforms. We introduce four critical…

We prove explicit $L^p$ bounds for second order Riesz transforms of the sub-Laplacian in the Lie groups $\mathbb H$, $\mathbb{SU}(2)$ and $\mathbb{SL}(2)$

We consider Riesz transforms of any order associated to an Ornstein--Uhlenbeck operator $\mathcal L$, with covariance $Q$ given by a real, symmetric and positive definite matrix, and with drift $B$ given by a real matrix whose eigenvalues…

This paper introduces test and estimation procedures for abrupt and gradual changes in the entire jump behaviour of a discretely observed Ito semimartingale. In contrast to existing work we analyse jumps of arbitrary size which are not…

Let $L$ be a second order divergence form elliptic operator with complex bounded measurable coefficients. The operators arising in connection with $L$, such as the heat semigroup and Riesz transform, are not, in general, of…

We study the boundedness of Riesz transforms in $L^p$ for $p>2$ on a doubling metric measure space endowed with a gradient operator and an injective, $\omega$-accretive operator $L$ satisfying Davies-Gaffney estimates. If $L$ is…

We prove the $L^p$-boundedness for all $p \in (1,\infty)$ of the first-order Riesz transforms $X_j \mathcal{L}^{-1/2}$ associated with the Laplacian $\mathcal{L} = -\sum_{j=0}^n X_j^2$ on the $ax+b$-group $G = \mathbb{R}^n \rtimes…

In applications the properties of a stochastic feature often change gradually rather than abruptly, that is: after a constant phase for some time they slowly start to vary. In this paper we discuss statistical inference for the detection…

By using an $H^{\infty}$ joint functional calculus for strongly commuting operators, we derive a scheme to deduce the $L^p$ boundedness of certain $d$-dimensional Riesz transforms from the $L^p$ boundedness of appropriate one-dimensional…

This article investigates discrete-time approximations of stochastic integrals driven by semimartingales with jumps via weighted bounded mean oscillation (BMO) approach. This approach enables $L_p$-estimates, $p \in (2, \infty)$, for the…

In this paper, let $L=L_{0}+V$ be a Schr\"{o}dinger type operator where $L_{0}$ is higher order elliptic operator with complex coefficients in divergence form and $V$ is signed measurable function, under the strongly subcritical assumption…

Starting from an iterative and hence numerically easily implementable representation of the thin set of jumps of a c\`{a}dl\`{a}g adapted stochastic process $X$ (including a few applications to the integration with respect to the jump…