Related papers: Martingale approach to Sobolev embedding theorems

We prove that sub-Riemannian manifolds are infinitesimally Hilbertian (i.e., the associated Sobolev space is Hilbert) when equipped with an arbitrary Radon measure. The result follows from an embedding of metric derivations into the space…

We study several problems concerning conformal transformation on metric measure spaces, including the Sobolev space, the differential structure and the curvature-dimension condition under conformal transformations. This is the first result…

We relate transport-entropy inequalities to the study of critical points of functionals defined on the space of probability measures. This approach leads in particular to a new proof of a result by Otto and Villani [43] showing that the…

The aim of this paper is to provide Markov-type inequalities in the setting of weighted Sobolev spaces when the considered weights are generalized classical weights. Also, as results of independent interest, some basic facts about Sobolev…

We focus on Borel measures that have a globally subanalytic density function. We prove, given such a measure $\mu$ on a set $A$ and a globally subanalytic mapping $\Phi:A\to \Omega$, with $\Omega$ bounded open subset of $\mathbb{R}^n$, a…

We present various results on the equivalence and mapping properties under affine transformations of fractional-order Sobolev norms and semi-norms of orders between zero and one. Main results are mutual estimates of the three semi-norms of…

In this note we connect the notion of solutions of a martingale problem to the notion of a strongly continuous and locally equi-continuous semigroup on the space of bounded continuous functions equipped with the strict topology. This…

We introduce a multivariate Markov transform which generalizes the well-known one-dimensional Stieltjes transform from the Moment problem and Spectral theory. Our main result states that two measures {\mu} and {\nu} with bounded support…

This is the second of two works concerning the Sobolev calculus on metric measure spaces and its applications. In this work, we focus on several approaches to vector calculus in the non-smooth setting of complete and separable metric spaces…

General Markov chains with a countably additive transition probability in arbitrary phase space are considered. Markov operators extend from the space of countably additive measures to the space of finitely additive measures. In the…

We show that the convolution of a compactly supported measure on $\mathbb{R}$ with a Gaussian measure satisfies a logarithmic Sobolev inequality (LSI). We use this result to give a new proof of a classical result in random matrix theory…

We present developments in the theory of Korevaar-Schoen-Sobolev spaces on metric measure spaces. While this theory coincides with those of Cheeger and Shanmugalingam if the space is doubling and satisfies a Poincar\'e inequality, it offers…

We present some remarks about the embedding of spaces of Schwartz distributions into spaces of Colombeau generalized functions. We show that the various constructions of such embeddings existing in the literature lead in fact to the same…

We develop a martingale approximation approach to studying the limiting behavior of quadratic forms of Markov chains. We use the technique to examine the asymptotic behavior of lag-window estimators in time series and we apply the results…

Using lattice approximations of Euclidean space, we develop a way to approximate stable processes that are represented by stochastic integrals over Euclidean space. Via a stable version of the Lindeberg-Feller Theorem we show that the…

We construct and investigate the properties of tempered ultradistribution spaces in Sobolev spaces. A new Sobolev space preserving the original properties and condition whose derivatives are linear continuous operators embedding in $L^p$…

In this contribution we deal with sequences of polynomials orthogonal with respect to a Sobolev type inner product. A banded symmetric operator is associated with such a sequence of polynomials according to the higher order difference…

This paper deals with the embedding of the Sobolev spaces of fractional order into the space of H\"older continuous functions. More precisely, we show that the function $f\in H^s(\mathbb{R})$ with $\frac{1}{2}<s<1$ is H\"older continuous…

Quasi-invariant and pseudo-differentiable measures on a Banach space $X$ over a non-Archimedean locally compact infinite field with a non-trivial valuation are defined and constructed. Measures are considered with values in $\bf R$.…

We introduce and study measures and densities (= geometric measures) on differentiable stacks, using a rather straightforward generalization of Haefliger's approach to leaf spaces and to transverse measures for foliations. In general we…