Related papers: Jump inequalities via real interpolation

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 characterize the real interpolation space between weighted $L^1$ and $W^{1,1}$ spaces on arbitrary domains different from $\mathbb{R}^n$, when the weights are positive powers of the distance to the boundary multiplied by an $A_1$ weight.…

The aim of this paper is to propose new Rosenthal-type inequalities for moments of order higher than 2 of the maximum of partial sums of stationary sequences including martingales and their generalizations. As in the recent results by…

We study multiplicities of jumping numbers of multiplier ideals in a smooth variety of arbitrary dimension. We prove that the multiplicity function is a quasi-polynomial, hence proving that the Poincar\'e series is a rational function. We…

The quasi-invariance is proved for the distributions of Poisson point processes under a random shift map on the path space. This leads to a natural Dirichlet form of jump type on the path space. Differently from the O-U Dirichlet form on…

In this article, we prove interpolation results for $BMO$ in Lorentz spaces. From these results, we derive interpolation theorems in Besov spaces, the space $BV$, and fractional Sobolev spaces. As an application, we obtain geometric…

In this work we mainly prove the existence and pathwise uniqueness of solutions to general backward doubly stochastic differential equations with jumps appearing in both forward and backward integral parts. Several comparison theorems under…

We consider interpolation inequalities for imbeddings of the $l^2$-sequence spaces over $d$-dimensional lattices into the $l^\infty_0$ spaces written as interpolation inequality between the $l^2$-norm of a sequence and its difference. A…

We study the joint laws of a continuous, uniformly integrable martingale, its maximum, and its minimum. In particular, we give explicit martingale inequalities which provide upper and lower bounds on the joint exit probabilities of a…

The classical Gagliardo-Nirenberg interpolation inequality is a well-known estimate which gives, in particular, an estimate for the Lebesgue norm of intermediate derivatives of functions in Sobolev spaces. We present an extension of this…

{Consider a c\`adl\`ag local martingale $M$ with square brackets $[M]$. In this paper, we provide upper and lower bounds for expectations of the type ${\mathbb E} [M]^{q/2}_{\tau}$, for any stopping time $\tau$ and $q\ge 2$, in terms of…

Interpolation inequalities for $C^m$ functions allow to bound derivatives of intermediate order $0 < j<m$ by bounds for the derivatives of order $0$ and $m$. We review various interpolation inequalities for $L^p$-norms ($1 \le p \le…

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using the Taylor expansion, is…

We present a few techniques for proving $L^p$ estimates for martingales. Basic applications to It\^o integration and rough paths are included.

In this paper we make a systematic study of the multiplicity of the jumping points associated to the mixed multiplier ideals of a family of ideals in a complex surface with rational singularities. In particular we study the behaviour of the…

We consider decoupling inequalities for random variables taking values in a Banach space $X$. We restrict the class of distributions that appear as conditional distributions while decoupling and show that each adapted process can be…

A novel approach is proposed to establish a sharp upper bound on the expected supremum of a separable martingale random field, serving as an alternative to classical universal chaining-based methods. The proposed approach begins by deriving…

We prove an endpoint version of the uniform Sobolev inequalities in Kenig-Ruiz-Sogge [8]. It was known that strong type inequalities no longer hold at the endpoints; however, we show that restricted weak type inequalities hold there, which…

We propose a new test to determine whether jumps are present in asset returns or other discretely sampled processes. As the sampling interval tends to 0, our test statistic converges to 1 if there are jumps, and to another deterministic and…

Multi-dimensional continuous local martingales, enhanced with their stochastic area process, give rise to geometric rough paths with a.s. finite homogenous p-variation, p>2. Here we go one step further and establish quantitative bounds of…