Related papers: Weighted L\'epingle inequality

We establish a new scale of $p$-variation estimates for martingale paraproducts, martingale transforms, and It\^o integrals, of relevance in rough paths theory, stochastic, and harmonic analysis. As an application, we introduce rough…

We improve the classical discrete Hardy inequality for $ 1<p<\infty $ for functions on the natural numbers. For integer values of $ p $ the Hardy weight is an absolutely monotonic function.

We prove a stochastic Gronwall lemma of the following type: if $Z$ is an adapted nonnegative continuous process which satisfies a linear integral inequality with an added continuous local martingale $M$ and a process $H$ on the right hand…

For Paley-Wiener functions on weighted combinatorial finite or infinite graphs we develop a weighted sampling theory in which samples are defined as inner products with weight functions (measuring devices). Three reconstruction methods are…

Our purpose is to prove the uniqueness of the representation for $G$-martingales with finite variation.

We give an alternative proof of a Marcinkiewicz interpolation theorem for non commutative maximal functions and positive maps, slightly refining earlier versions of the statement. The main novelty is that it provides a substitute for the…

We present a pathwise proof of the HWI inequality which is based on en-tropic interpolations rather than displacement ones. Unlike the latter, entropic interpolations are regular both in space and time. Consequently, our approach is closer…

We present a weighted $L_{q}(L_{p})$-theory ($p,q\in(1,\infty)$) with Muckenhoupt weights for the equation $$ \partial_{t}^{\alpha}u(t,x)=\Delta u(t,x) +f(t,x), \quad t>0, x\in \mathbb{R}^d. $$ Here, $\alpha\in (0,2)$ and…

For the principal eigenvalue of discrete weighted $p$-Laplacian on the set of nonnegative integers, the convergence of an approximation procedure and the inverse iteration is proved. Meanwhile, in the proof of the convergence, the…

We equip the edges of a deterministic graph $H$ with independent but not necessarily identically distributed weights and study a generalized version of matchings (i.e. a set of vertex disjoint edges) in $H$ satisfying the property that…

Sharp $L^p$ extensions of Pitt's inequality expressed as a weighted Sobolev inequality are obtained using convolution estimates and Stein-Weiss potentials. More generally, optimal constants are obtained for the full Stein-Weiss potential as…

We first prove some weighted inequalities for compositions of functions on time scales which are in turn applied to establish some new dynamic Opial-type inequalities in several variables. Some generalizations and applications to partial…

Weak convergence of inertial iterative method for solving variational inequalities is the focus of this paper. The cost function is assumed to be non-Lipschitz and monotone. We propose a projection-type method with inertial terms and give…

In this letter, we prove an inequality involving alternating binomial logarithmic sums by exploiting the variance of the logarithm of the maximum of independent and identically distributed exponential random variables. This inequality was…

We modify the approach to the arithmetical form of the large sieve by relying on the Parseval identity rather than on an approximate Bessel inequality and as a consequence, improve on the weighted large sieve inequality beyond what was…

Using the variational approach and the critical point theory, we established several criteria for the existence of at least one nontrivial solution for a discrete elliptic boundary value problem with a weight $p(\cdot, \cdot)$ and depending…

We propose a general approach to construct weighted likelihood estimating equations with the aim of obtaining robust parameter estimates. We modify the standard likelihood equations by incorporating a weight that reflects the statistical…

We consider one-dimensional Calder\'on's problem for the variable exponent $p(\cdot)$-Laplace equation and find out that more can be seen than in the constant exponent case. The problem is to recover an unknown weight (conductivity) in the…

Invariance times are stopping times $\tau$ such that local martingales with respect to some reduced filtration and an equivalently changed probability measure, stopped before $\tau$ , are local martingales with respect to the original model…

We prove the self-improvement of a pointwise $p$-Hardy inequality. The proof relies on maximal function techniques and a characterization of the inequality by curves.