Related papers: Square functions for noncommutative differentially…

Let $\R$ be an alternative ring containing a nontrivial idempotent and $\D$ be a multiplicative Lie-type derivation from $\R$ into itself. Under certain assumptions on $\R$, we prove that $\D$ is almost additive. Let $p_n(x_1, x_2, \cdots,…

In this paper we provide proofs of two new theorems that provide a broad class of partition inequalities and that illustrate a na\"ive version of Andrews' anti-telescoping technique quite well. These new theorems also put to rest any notion…

We are given two martingales on the filtration of the two dimensional Brownian motion. One is subordinated to another. We want to give an estimate of $L^p$-norm of a subordinated one via the same norm of a dominating one. In this setting…

We provide a systematic approach for deducing statistical limit laws via martingale-coboundary decomposition, for nonuniformly hyperbolic systems with slowly contracting and expanding directions. In particular, if the associated return time…

For non-anticipative functionals, differentiable in Chitashvili's sense, the It\^o formula for cadlag semimartingales is proved. Relations between different notions of functional derivatives are established.

The theory of symmetric functions has been extended to the case where each variable is paired with an anticommuting one. The resulting expressions, dubbed superpolynomials, provide the natural N=1 supersymmetric version of the classical…

In this paper, we exhibit a new family of martingale couplings between two one-dimensional probability measures $\mu$ and $\nu$ in the convex order. This family is parametrised by two dimensional probability measures on the unit square with…

Suppose that a real valued process X is given as a solution to a stochastic differential equation. Then, for any twice continuously differentiable function f, the backward Kolmogorov equation gives a condition for f(t,X) to be a local…

In this paper we show the weak differentiability of the unique strong solution with respect to the starting point $x$ as well as Bismut-Elworthy-Li's derivative formula for the following stochastic differential equation in $\mathbb R^d$: $$…

In this paper, we show that various noncommutative integrable equations can be derived from noncommutative anti-self-dual Yang-Mills equations in the split signature, which include noncommutative versions of Korteweg-de Vries, Non-Linear…

Let $S$ be the dyadic bi-parameter square function $$Sf(x)^{2} = \sum_{R \in \mathcal{D}} |\langle f, h_{R} \rangle|^{2} \frac{1_{R}(x)}{|R|}.$$ We prove that if $T$ is a bi-parameter martingale transform and $f,g$ are suitable test…

We study copositive matrices which admit a decomposition into a sum of a positive semidefinite matrix and a matrix with nonnegative entries. Our main result shows that if the off-diagonal entries of a copositive matrix are nondecreasing in…

We prove the existence of a weak solution to a backward stochastic differential equation (BSDE) $$ Y_t=\xi+\int_t^T f(s,X_s,Y_s,Z_s)\,ds-\int_t^T Z_s\,d\wien_s$$ in a finite-dimensional space, where $f(t,x,y,z)$ is affine with respect to…

We introduce a ring of noncommutative shifted symmetric functions based on an integer-indexed sequence of shift parameters. Using generating series and quasideterminants, this multiparameter approach produces deformations of the ring of…

We give a class of Fourier multipliers with non-symmetric symbols and explicit norm bounds on $L^p$ spaces by using the stochastic calculus of L\'evy processes and Burkholder-Wang estimates for differentially subordinate martingales.

We consider a non-selfadjoint Dirac-type differential expression \begin{equation} D(Q)y:= J_n \frac{dy}{dx} + Q(x)y, \quad\quad\quad (1) \end{equation} with a non-selfadjoint potential matrix $Q \in L^1_{loc}({\mathcal…

We extend an inequality of Merryfield, valid in the continuous setting, to discrete multiparameter martingales. As a consequence, we obtain the $L^p$ comparison of the maximal function with the square function: \begin{align*} E[(Sf)^p]…

In this paper, we consider the stochastic %equations of incompressible non-Newtonian fluids driven by a cylindrical Wiener process $W$ with shear rate dependent on viscosity in a bounded Lipschitz domain $D\in \mathbb{R}^n$ during the time…

According to the theory of functional inequalities, a non-symmetric Markov semigroup has better properties than the corresponding symmetric one. For instance, there exist non-symmetric Markov semigroups which are hypercontractive (and thus…

Let $p$ be a prime, $q=p^n$, and $D \subset \mathbb{F}_q^*$. A celebrated result of McConnel states that if $D$ is a proper subgroup of $\mathbb{F}_q^*$, and $f:\mathbb{F}_q \to \mathbb{F}_q$ is a function such that $(f(x)-f(y))/(x-y) \in…