Related papers: Square functions for noncommutative differentially…

For a class of stochastic differential equations with reflection for which a certain ${\mathbb{L}}^p$ continuity condition holds with $p>1$, it is shown that any weak solution that is a strong Markov process can be decomposed into the sum…

We present a systematic method for computing explicit approximations to martingale representations for a large class of Brownian functionals. The approximations are obtained by obtained by computing a directional derivative of the weak…

We prove a nonlocal, nonlinear commutator estimate concerning the transfer of derivatives onto testfunctions. For the fractional $p$-Laplace operator it implies that solutions to certain degenerate nonlocal equations are higher…

The machinery of noncommutative Schur functions provides a general tool for obtaining Schur expansions for combinatorially defined symmetric functions. We extend this approach to a wider class of symmetric functions, explore its strengths…

Distinguished selfadjoint extensions of operators which are not semibounded can be deduced from the positivity of the Schur Complement (as a quadratic form). In practical applications this amounts to proving a Hardy-like inequality.…

This work shows how exponential concentration inequalities for additive functionals of stochastic processes over a finite time interval can be derived from concentration inequalities for martingales. The approach is entirely probabilistic…

We propose a novel approach in noncommutative probability, which can be regarded as an analogue of good-$\lambda$ inequalities from the classical case due to Burkholder and Gundy (Acta Math {\bf124}: 249-304,1970). This resolves a…

An $n$-ary associative function is called reducible if it can be written as a composition of a binary associative function. We summarize known results when the function is defined on a chain and is nondecreasing. Our main result shows that…

Since every even power of the Vandermonde determinant is a symmetric polynomial, we want to understand its decomposition in terms of the basis of Schur functions. We investigate several combinatorial properties of the coefficients in the…

Consider the following time-dependent stable-like operator with drift $$ \mathscr{L}_t\varphi(x)=\int_{\mathbb{R}^d}\big[\varphi(x+z)-\varphi(x)-z^{(\alpha)}\cdot\nabla\varphi(x)\big]\sigma(t,x,z)\nu_\alpha(d z)+b(t,x)\cdot\nabla…

We consider the distributional equation $\textbf{Z}\stackrel{d}{=}\sum_{k=1}^N\textbf{A}_k\textbf{Z}(k) $, where $N$ is a random variable taking value in $\mathbb N_0=\{0,1,\cdots\}$, $\textbf{A}_1,\textbf{A}_2,\cdots$ are $p\times p$…

We establish weak well-posedness for critical symmetric stable driven SDEs in R d with additive noise Z, d $\ge$ 1. Namely, we study the case where the stable index of the driving process Z is $\alpha$ = 1 which exactly corresponds to the…

Consider the strong subordination of a multivariate L\'evy process with a multivariate subordinator. If the subordinate is a stack of independent L\'evy processes and the components of the subordinator are indistinguishable within each…

Let $A,B\in\mathbb{H}_n$ and set $H=A+B$. For each integer $k\ge 1$ define $$ Q_k:=\sum_{p=0}^k \binom{k}{p} A^pB^{k-p}, R_k:=\Re\,Q_k=\frac{Q_k+Q_k^*}{2}. $$ Then $H^k=\left.\frac{d^k}{dt^k}e^{Ht}\right|_{t=0}$ and…

It is well-known that the square principle $\square_\lambda$ entails the existence of a non-reflecting stationary subset of $\lambda^+$, whereas the weak square principle $\square^*_\lambda$ does not. Here we show that if…

We give a quantitative characterization of the pairs of weights $(w,v)$ for which the dyadic version of the one-sided Hardy-Littlewood maximal operator satisfies a restricted weak $(p,p)$ type inequality, for $1\leq p<\infty$. More…

In this note we prove the following good-$\lambda$ inequality, for $r>2$, all $\lambda > 0$, $\delta \in \big(0, \frac{1}{2} \big)$ \[ \nu\big\{ V_r(f) > 3 \lambda ; \mathcal{M}(f) \leq \delta \lambda\big\} \leq 4 \nu\{s(f) > \delta…

We show that certain functional inequalities, e.g.\ Nash-type and Poincar\'e-type inequalities, for infinitesimal generators of $C_0$ semigroups are preserved under subordination in the sense of Bochner. Our result improves \cite[Theorem…

We present a general approach to the parametrix construction. We apply it to prove the uniqueness and existence of a weak fundamental solution for the equation $\partial_t =\mathcal{L}$ with non-symmetric non-local operators $$…

We show that the classical $A_{\infty}$ condition is not sufficient for a lower square function estimate in the non-homogeneous weighted $L^2$ space. We also show that under the martingale $A_2$ condition, an estimate holds true, but the…