Related papers: Variational estimates for martingale paraproducts
Within a path integral formalism for non-Gaussian price fluctuations we set up a simple stochastic calculus and derive a natural martingale for option pricing from the wealth balance of options, stocks, and bonds. The resulting formula is…
We prove an equivariant Grothendieck-Ogg-Shafarevich formula. This formula may be viewed as an \'etale analogue of well-known formulas for Zariski sheaves generalizing the classical Chevalley-Weil formula. We give a new approach to those…
A general device is proposed, which provides for extension of exponential inequalities for sums of independent real-valued random variables to those for martingales in the 2-smooth Banach spaces. This is used to obtain optimum bounds of the…
We prove a martingale triangular array generalization of the Chow-Birnbaum-Marshall's inequality. The result is used to derive a strong law of large numbers for martingale triangular arrays whose rows are asymptotically stable in a certain…
The aim of this paper is to apply an original computation method due to Malesevic and Makragic [5] to the problem of approximating some trigonometric functions. Inequalities of Wilker-Cusa-Huygens are discussed, but the method can be…
We prove here essentially sharp linear and bilinear Strichartz type estimates for the wave equations on Minkowski space, where we assume the initial data possesses additional regularity with respect to fractional powers of the usual angular…
In this paper, we present a version of horizontal weighted Hardy-Rellich type and Caffarelli-Kohn-Nirenberg type inequalities on stratified groups and study some of their consequences. Our results reflect on many results previously known in…
We prove that the properties of having small discrepancy and having small second eigenvalue are equivalent in Cayley graphs, extending a result of Kohayakawa, R\"odl, and Schacht, who treated the abelian case. The proof relies on…
We improve an $L^2\times L^2\to L^2$ estimate for a certain bilinear operator in the finite field of size $p$, where $p$ is a prime sufficiently large. Our method carefully picks the variables to apply the Cauchy-Schwarz inequality. As a…
This note establishes that the opposite Gaussian product inequality (GPI) of the type proved by Russell & Sun (2022a) in two dimensions, and partially extended to higher dimensions by Zhou et al. (2024), continues to hold for an arbitrary…
We establish deviation inequalities for the maxima of partial sums of a martingale differences sequence, and of a strictly stationary orthomartingale random field. These inequalities can be used to establish complete convergence of…
This article develops dual variational formulations for a large class of models in variational optimization. The results are established through basic tools of functional analysis, convex analysis and duality theory. The main duality…
By using the conjugate distribution technique of Cram\'er, we obtain some expansions of large deviation probabilities for martingales with differences satisfying the conditional Bernstein's condition. The expansions are of the same order as…
In this note, we present an improvement to a recent result due to Beresnevich, Levesley, and Ward (2021) pertaining to weighted simultaneous Diophantine approximation on manifolds.
We consider filtration consistent nonlinear expectations in probability spaces satisfying only the usual conditions and separability. Under a domination assumption, we demonstrate that these nonlinear expectations can be expressed as the…
We establish Diophantine type estimates on shifts of trigonometric polynomials on the torus $\mathbb{T}^d$, as well as that of their square roots. These estimates arise from the spectral analysis of the quasi-periodic Schr\"odinger and the…
We prove L^p estimates for a class of two-dimensional multilinear forms that naturally generalize (dyadic variants of) both classical paraproducts and the twisted paraproduct introduced in [5] and studied in [1] and [6]. The method we use…
We present a few techniques for proving $L^p$ estimates for martingales. Basic applications to It\^o integration and rough paths are included.
The classical Davis inequality $\mathbb{E} Mf\simeq \mathbb{E} Sf$, where $(Sf)^2=\sum_{k}\left|f_{k}-f_{k-1}\right|^2$ is the square function and $Mf= \sup_n \left|f_n\right|$ is the maximal function, is true with a universal constant for…
Using results from our companion article [arXiv:1112.4824v2] on a Schauder approach to existence of solutions to a degenerate-parabolic partial differential equation, we solve three intertwined problems, motivated by probability theory and…