Related papers: Jump inequalities via real interpolation

We study martingale inequalities from an analytic point of view and show that a general martingale inequality can be reduced to a pair of deterministic inequalities in a small number of variables. More precisely, the optimal bound in the…

We prove a set of inequalities that interpolate the Cauchy-Schwarz inequality and the triangle inequality. Every nondecreasing, convex function with a concave derivative induces such an inequality. They hold in any metric space that…

We consider estimation of a step function $f$ from noisy observations of a deconvolution $\phi*f$, where $\phi$ is some bounded $L_1$-function. We use a penalized least squares estimator to reconstruct the signal $f$ from the observations,…

If Z is a quotient of a subspace of a separable Banach space X, and V is any separable Banach space, then there is a Banach couple (A_0,A_1) such that A_0 and A_1 are isometric to $X\oplus V$, and any intermediate space obtained using the…

By observing the equivalence of assertions on determining the jump of a function by its differentiated or integrated Fourier series, we generalize a previous result of Kvernadze, Hagstrom and Shapiro to the whole class of functions of…

In this article, we prove weak type $(1,1)$ bounds for the variation and jump operators corresponding to the family of truncations of singular integrals with rough kernels. This resolves an open question raised by Jones, Seeger and Wright…

This paper develops systematically the stochastic calculus via regularization in the case of jump processes. In particular one continues the analysis of real-valued c\`adl\`ag weak Dirichlet processes with respect to a given filtration.…

In this paper, we establish jump and variational inequalities for the Calder\'{o}n commutators, which are typical examples of non-convolution Calder\'on-Zygmund operators. For this purpose, we also show jump and variational inequalities for…

Let $X$ be a Banach space. It is proved that an analogue of the Rubio de Francia square function estimate for partial sums of the Fourier series of $X$-valued functions holds true for all disjoint collections of subintervals of the set of…

We obtain some maximal probability and moment inequalities for multidimensionally indexed demimartingales. Although the class of single-indexed demimartingales has been studied extensively, no significant amount of work has been done for…

We study extension theorems for Lipschitz-type operators acting on metric spaces and with values on spaces of integrable functions. Pointwise domination is not a natural feature of such spaces, and so almost everywhere inequalities and…

In this paper we discuss weak convergence of continuous-time Markov chains to a non-symmetric pure jump process. We approach this problem using Dirichlet forms as well as semimartingales. As an application, we discuss how to approximate a…

In this work, we focus on an infinite horizon mean-field linear-quadratic stochastic control problem with jumps. Firstly, the infinite horizon linear mean-field stochastic differential equations and backward stochastic differential…

This paper is concerned with the problem of sampling and interpolation involving derivatives in shift-invariant spaces and the error analysis of the derivative sampling expansions for fundamentally large classes of functions. A new type of…

This letter derives some new exponential bounds for discrete time, real valued, conditionally symmetric martingales with bounded jumps. The new bounds are extended to conditionally symmetric sub/ supermartingales, and they are compared to…

In this paper the jump formulas for the double layer potential and other singular integrals are proved for arbitrary rectifiable sets, by defining suitable non-tangential limits. The arguments are quite straightforward and only require some…

We show a deviation inequality inequalities for multi-indexed martingale We then provide applications to kernel regression for random fields and rates in the law of large numbers for orthomartingale difference random fields.

The $L^p$ maximal inequalities for martingales are one of the classical results in the theory of stochastic processes. Here we establish the sharp moderate maximal inequalities for one-dimensional diffusion processes, which include the…

For any two real-valued continuous-path martingales $X=\{X_t\}_{t\geq 0}$ and $Y=\{Y_t\}_{t\geq 0}$, with $X$ and $Y$ being orthogonal and $Y$ being differentially subordinate to $X$, we obtain sharp $L^p$ inequalities for martingales of…

We derive concentration inequalities for empirical means $\frac{1}{t} \int_0^t f(X_s) ds$ where $X_s$ is an irreducible Markov jump process on a finite state space and $f$ some observable. Using a Feynman-Kac semigroup we first derive a…