Related papers: Square functions for noncommutative differentially…

In this paper, we solve the following tri-additive $s$-functional inequalities \begin{eqnarray}\label{0.1} && \nonumber \| f(x+y, z-w, a+b) + f(x-y, z+w, a-b) \\ && \nonumber\qquad -2 f(x, z, a) + 2 f(x, w, b) -2f(y, z, b) +2 f(y, w, a)\|…

This paper establishes the well-posedness of reflected backward stochastic differential equations in the non-convex domains that satisfy a weaker version of the star-shaped property. The main results are established (i) in a Markovian…

We prove a deviation inequality for noncommutative martingales by extending Oliveira's argument for random matrices. By integration we obtain a Burkholder type inequality with satisfactory constant. Using continuous time, we establish…

We consider a sequence $X^n=(X^n_t)_{t\ge 0},n\ge 1$ of semimartingales. Each $X^n$ is a weak solution to an It\^o equation with respect to a Wiener process and a Poissonian martingale measure and is in general non-Markovian process. For…

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…

The decomposition matrix of a finite group in prime characteristic p records the multiplicities of its p-modular irreducible representations as composition factors of the reductions modulo p of its irreducible representations in…

In this note we give a new proof of the sharp constant $C = e^{-1/2} + \int_0^1 e^{-x^2/2}\,dx$ in the weak (1, 1) inequality for the dyadic square function. The proof makes use of two Bellman functions $\mathbb{L}$ and $\mathbb{M}$ related…

We show that the validity of the non-commutative Khintchine inequality for some $q$ with $1<q<2$ implies its validity (with another constant) for all $1\le p<q$. We prove this for the inequality involving the Rademacher functions, but also…

We establish an Azuma type inequality under a Lipshitz condition for martingales in the framework of noncommutative probability spaces and apply it to deduce a noncommutative Heoffding inequality as well as a noncommutative McDiarmid type…

We prove the existence of the unique solution of a general Backward Stochastic Differential Equation with quadratic growth driven by martingales. Some kind of comparison theorem is also proved.

For a large number of nonlinear equations, both discrete and continuum, we demonstrate a kind of linear superposition. We show that whenever a nonlinear equation admits solutions in terms of both Jacobi elliptic functions $\cn(x,m)$ and…

In Part 1 we study the spherical functions on compact symmetric pairs of arbitrary rank under a suitable multiplicity freeness assumption and additional conditions on the branching rules. The spherical functions are taking values in the…

For discrete martingale-difference sequences $d=\{d_1,\ldots,d_n\}$ we consider Khintchine type inequalities, involving certain square function $\mathfrak S (d)$ considered by Chang-Wilson-Wolff in 1982. In particular, we prove…

Functional equations satisfied by additive functions have a special interest not only in the theory of functional equations, but also in the theory of (commutative) algebra because the fundamental notions such as derivations and…

Let $\mathcal{M}$ be a semifinite von Neumann algebra equipped with an increasing filtration $(\mathcal{M}_n)_{n\geq 1}$ of (semifinite) von Neumann subalgebras of $\mathcal{M}$. For $1\leq p \leq\infty$, let $\mathcal{H}_p^c(\mathcal{M})$…

We introduce a new class of reflected backward stochastic differential equations with two c\`adl\`ag barriers, which need not satisfy any separation conditions. For that reason, in general, the solutions are not semimartingales. We prove…

Let $\mathcal{M}$ be a semifinite von Nemann algebra equipped with an increasing filtration $(\mathcal{M}_n)_{n\geq 1}$ of (semifinite) von Neumann subalgebras of $\mathcal{M}$. For $0<p <\infty$, let $\mathsf{h}_p^c(\mathcal{M})$ denote…

It is well known that if a finite order linear differential operator with polynomial coefficients has as eigenfunctions a sequence of orthogonal polynomials with respect to a positive measure (with support in the real line), then its order…

We study a backward stochastic differential equation whose terminal condition is an integrable function of a local martingale and generator has bounded growth in $z$. When the local martingale is a strict local martingale, the BSDE admits…

Let $(W,H,\mu)$ be the classical Wiener space on $\R^d$. Assume that $X=(X_t)$ is a diffusion process satisfying the stochastic differential equation $dX_t=\sigma(t,X)dB_t+b(t,X)dt$, where $\sigma:[0,1]\times C([0,1],\R^n)\to \R^n\otimes…