Related papers: Variational estimates for martingale paraproducts

In this paper we introduce a variant of Burkholder's martingale transform associated with two martingales with respect to different filtrations. Even though the classical martingale techniques cannot be applied, we show that the discussed…

We generalize a family of variation norm estimates of Lepingle with endpoint estimates of Bourgain and Pisier-Xu to a family of variational estimates for paraproducts, both in the discrete and the continuous setting. This expands on work of…

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…

We present a new proof of the Burkholder-Davis-Gundy inequalities for $1\leq p<\infty$. The novelty of our method is that these martingale inequalities are obtained as consequences of elementary deterministic counterparts. The latter have a…

We present several applications of the pathwise Burkholder-Davis-Gundy (BDG) inequalities. Most importantly we prove them for cadlag semimartingales and a general function $\Phi$, and use this to derive BDG inequalities (non-pathwise ones)…

We give a short summary of Varopoulos' generalised Hardy-Littlewood-Sobolev inequality for self-adjoint $C_{0}$ semigroups and give a new probabilistic representation of the classical fractional integral operators on $\R^n$ as projections…

We prove an inequality for the spectral norm of matrix valued stochastic integrals. This inequality can be seen either as a non-commutative version of the Burkholder-Davis-Gundy inequality or as an extension of the non-commutative…

The bilinear estimtate in proposition 7.15 [J. Bourgain, Fourier restriction phenomena for certain lattice subsets and applications to nonlinear evolution equations, Parts II, Geometric Funct. Anal. 3(3) (1993) 209-262.] plays an essential…

We derive inequalities for time-discrete and time-continuous martingales that are similar to the well-known Burkholder inequalities. For the time-discrete case arbitrary martingales in $L^p(\Omega)$ are treated, whereas in the…

Using changes of probability measure developed by \mbox{Grama} and Haeusler (Stochastic Process.\ Appl., 2000), we obtain two generalizations of the deviation inequalities of Lanzinger and Stadtm\"{u}ller (Stochastic Process.\ Appl., 2000)…

We establish a new scale of $p$-variation estimates for martingale paraproducts, martingale transforms, and It\^o integrals, of relevance in rough paths theory, stochastic, and harmonic analysis. As an application, we introduce rough…

We establish distributional estimates for noncommutative martingales, in the sense of decreasing rearrangements of the spectra of unbounded operators, which generalises the study of distributions of random variables. Our results include…

We prove pointwise variational Lp bounds for a bilinear Fourier integral operator in a large but not necessarily sharp range of exponents. This result is a joint strengthening of the corresponding bounds for the classical Carleson operator,…

The Bernstein inequality is a tight upper bound on tail probabilities for independent random variables. Freedman extended the Bernstein inequality to martingales with differences bounded from above, and then Dzhaparidze and van Zanten…

In this paper, we prove some uniform estimates between Lebesgue and Hardy spaces for operators closely related to the multilinear paraproducts on R^d. We are looking for uniformity with respect to parameters, which allow us to disturb the…

We prove variation-norm estimates for the Walsh model of the truncated bilinear Hilbert transform, extending related results of Lacey, Thiele, and Demeter. The proof uses analysis on the Walsh phase plane and two new ingredients: (i) a…

{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…

We prove variational forms of the Barban-Davenport-Halberstam Theorem and the large sieve inequality. We apply our result to prove an estimate for the sum of the squares of prime differences, averaged over arithmetic progressions.

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 $(\Omega, \mathsf{A}, \mu)$, let $\mathsf{A}_1, \mathsf{A}_2, ...$ be a filtration of $\sigma$-subalgebras of $\mathsf{A}$ and let $\mathsf{E}_1, \mathsf{E}_2, ...$ denote the corresponding family of conditional…