Related papers: A remark on H1 martingales

Let S be the semidirect product of R^d and R^+ endowed with the Riemannian symmetric space metric and the right Haar measure: this is a Lie group of exponential growth. In this paper we define an Hardy space H^1 and a BMO space in this…

We find a countable partition $P$ on\textbf{} a Lebesgue space, labeled $\{1,2,3...$\}, for any non-periodic measure preserving transformation $T$ such that $P$ generates $T$ and for the $T,P$ process, if you see an $n$ on time -1 then you…

In \cite{Troitsky:05,Korostenski:08}, the authors introduced and studied the space $\mathcal M_r$ of regular martingales on a vector lattice and the space $M_r$ of bounded regular martingales on a Banach lattice. In this note, we study…

We consider integrable Hamiltonian systems in a general setting of invariant submanifolds which need not be compact. For instance, this is the case a global Kepler system, non-autonomous integrable Hamiltonian systems and integrable systems…

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…

This note studies the martingale property of a nonnegative, continuous local martingale Z, given as a nonanticipative functional of a solution to a stochastic differential equation. The condition states that Z is a (uniformly integrable)…

We revisit recent results on integrable cases for higher-dimensional generalizations of the 2D pentagram map: short-diagonal, dented, deep-dented, and corrugated versions, and define a universal class of pentagram maps, which are proved to…

This paper presents a generalization of the Kunita-Watanabe decomposition of a $L^2$ space with nonlinear stochastic integrals where the integrator is a family of continuous martingales bounded in $L^2$. To get the result, a useful relation…

A formulation of U(1) - symmetric classical membrane motions (preserving one rotational symmetry) is given, and reductions to systems of ODE's, as well as some ideas concerning singularities and integrability.

We suggest two versions of the Hardy--Littlewood--Sobolev inequality for discrete time martingales. In one version, the fractional integration operator is a martingale transform, however, it may vanish if the filtration is excessively…

Given a probability space $(\Omega,\Sigma,\mu)$, the Hardy space $\mathrm{H}_1(\Omega)$ which is associated to the martingale square function does not admit a classical atomic decomposition when the underlying filtration is not regular. In…

The present paper is devoted to the second part of our project on asymmetric maximal inequalities, where we consider martingales in continuous time. Let $(\mathcal M,\tau)$ be a noncommutative probability space equipped with a continuous…

Integrable quantum mechanical systems with magnetic fields are constructed in two-dimensional Euclidean space. The integral of motion is assumed to be a first or second order Hermitian operator. Contrary to the case of purely scalar…

We provide generalizations of Burkholder's inequalities involving conditioned square functions of martingales to the general context of martingales in noncommutative symmetric spaces. More precisely, we prove that Burkholder's inequalities…

Confidence sequences, anytime p-values (called p-processes in this paper), and e-processes all enable sequential inference for composite and nonparametric classes of distributions at arbitrary stopping times. Examining the literature, one…

In this paper we introduce the concept of conic martingales}. This class refers to stochastic processes having the martingale property, but that evolve within given (possibly time-dependent) boundaries. We first review some results about…

We give a theory of sublinear expectations and martingales in discrete time. Without assuming the existence of a dominating probability measure, we derive the extensions of classical results on uniform integrability, optional stopping of…

A class of Hamiltonian impact systems exhibiting smooth near integrable behavior is presented. The underlying unperturbed model investigated is an integrable, separable, 2 degrees of freedom mechanical impact system with effectively bounded…

We describe a new operator space structure on $L_p$ when $p$ is an even integer and compare it with the one introduced in our previous work using complex interpolation. For the new structure, the Khintchine inequalities and Burkholder's…

We discuss some families of integrable and superintegrable systems in $n$-dimensional Euclidean space which are invariant to $m\geq n-2$ rotations. The integrable invariant Hamiltonian $H=\sum p_i^2+V(q)$ commutes with $n-2$ integrals of…