Related papers: Variational estimates for martingale paraproducts
The paper develops multiplicative compensation for complex-valued semimartingales and studies some of its consequences. It is shown that the stochastic exponential of any complex-valued semimartingale with independent increments becomes a…
We consider the estimation of binary election outcomes as martingales and propose an arbitrage pricing when one continuously updates estimates. We argue that the estimator needs to be priced as a binary option as the arbitrage valuation…
In this paper we establish the pathwise Taylor expansions for random fields that are "regular" in the spirit of Dupire's path-derivatives \cite{Dupire}. Our result is motivated by but extends the recent result of Buckdahn-Bulla-Ma…
We continue our study of bilinear estimates on waveguide $\mathbb{R}\times \mathbb{T}$ started in \cite{DFYZZ2024,Deng2023}. The main point of the current article is, comparing to previous work \cite{Deng2023}, that we obtain estimates…
Numerous approaches are proposed in the literature for non-stationarity marginal extreme value inference, including different model parameterisations with respect to covariate, and different inference schemes. The objective of this article…
For multiparameter bilinear paraproduct operators $B$ we prove the estimate $$ B: L^p X L^q --> L^r, 1<p,q\le{}\infty. $$ Here, $1/p+1/q=1/r$ and special attention is paid to the case of $0<r<1$. (Note that the families of multiparameter…
Recent work has established a path-gradient estimator for simple variational Gaussian distributions and has argued that the path-gradient is particularly beneficial in the regime in which the variational distribution approaches the exact…
We extend the main result in the previous paper of Zhang and the author relating the Milnor-Turaev torsion with the complex valued analytic torsion to the equivariant case.
The goal of this note is to define biparametric persistence diagrams for smooth generic mappings $h=(f,g):M\to V\cong \mathbb{R}^2$ for smooth compact manifold $M$. Existing approaches to multivariate persistence are mostly centered on the…
We give an explicit formula for one possible Bellman function associated with the $L^p$ boundedness of dyadic paraproducts regarded as bilinear operators or trilinear forms. Then we apply the same Bellman function in various other settings,…
We develop both bilinear theory and commutator estimates in the context of entangled dilations, specifically Zygmund dilations $(x_1, x_2, x_3) \mapsto (\delta_1 x_1, \delta_2 x_2, \delta_1 \delta_2 x_3)$ in $\mathbb{R}^3$. We construct…
To a pair $(A,s)$ consisting of a smooth, cyclic $A_\infty$-algebra $A$ and a splitting $s$ of the Hodge filtration on its Hochschild homology Costello (2005) associates an invariant which conjecturally generalizes the total descendant…
We associate to any complete spherical variety $X$ a certain nonnegative rational number $\wp(X)$, which we conjecture to satisfy the inequality $\wp(X) \le \operatorname{dim} X - \operatorname{rank} X$ with equality holding if and only if…
We give a different presentation of a recent bijection due to Chapuy and Dol\k{e}ga for nonorientable bipartite quadrangulations and we extend it to the case of nonorientable general maps. This can be seen as a Bouttier--Di…
We obtain an uniform tail estimates for natural normed sums of independent random variables (r.v.) with regular varying tails of distributions. We give also many examples on order to show the exactness of offered estimates and discuss some…
We generalize a famous tail Doob's inequality, relative two non-negative random variables, arising in the martingale theory, in two directions: on the more general source data and on the random variables belonging to the so-called Grand…
The problem of finding a martingale on a manifold with a fixed random terminal value can be solved by considering BSDEs with a generator with quadratic growth. We study here a generalization of these equations and we give uniqueness and…
We give a $L^2\times L^2 \rightarrow L^2$ convolution estimate for singular measures supported on transversal hypersurfaces in $\mathbb{R}^n$, which improves earlier results of Bejenaru, Herr & Tataru as well as Bejenaru & Herr. The arising…
We prove noncommutative martingale inequalities associated with convex functions. More precisely, we obtain $\Phi$-moment analogues of the noncommutative Burkholder inequalities and the noncommutative Rosenthal inequalities for any convex…
We develop interpolation error estimates for general order standard and serendipity edge and face virtual elements in two and three dimensions. Contextually, we investigate the stability properties of the associated L2 discrete bilinear…