Related papers: Burkholder's function and a weighted $L^2$ bound f…
Recently, a new approach in the fine analysis of stochastic processes sample paths has been developed to predict the evolution of the local regularity under (pseudo-)differential operators. In this paper, we study the sample paths of…
In this paper we give necessary and sufficient conditions for a cylindrical continuous local martingale to be the stochastic integral with respect to a cylindrical Brownian motion. In particular we consider the class of cylindrical…
We calculated the exact value and found the polynomial of the best weighted polynomial approximation of the kernels of the form $\frac {A+Bx}{(x^2+\lambda^2)^2}$, where $A,B\in {\mathbb R}$, $\lambda>0$ in the mean-square metric.
We express the probabilistic character associated to the wave function by treating it as a stochastic variable. This is accomplished by means of a stochastic equation for the wave function whose noise changes the phase of the wave function…
The purpose of this paper is to establish some one-sided estimates for oscillatory singular integrals. The boundedness of certain oscillatory singular integral on weighted Hardy spaces $H^{1}_{+}(w)$ is proved. It is here also show that the…
We give the cumulative distribution functions, the expected values, and the moments of weighted lattice polynomials when regarded as real functions of independent random variables. Since weighted lattice polynomial functions include…
Assume a L\'evy process $X$ on the time interval $[0,1]$ that is an $L_2$-martingale and let $Y$ be either its stochastic exponential or $X$ itself. We consider Riemann-approximations of certain stochastic integrals driven by $Y$ and relate…
We prove existence and uniqueness of the solution of a stochastic shell--model. The equation is driven by an infinite dimensional fractional Brownian--motion with Hurst--parameter $H\in (1/2,1)$, and contains a non--trivial coefficient in…
We study the natural resolution of the conjugated Haar multiplier $M_{w^{\frac{1}{2}}}T_{\sigma}M_{w^{-\frac{1}{2}}},$ where the multiplication operators $M_{w^{\pm\frac{1}{2}}}$ are decomposed into their canonical paraproduct…
We study the stationary Stokes system with variable coefficients in the whole space, a half space, and on bounded Lipschitz domains. In the whole and half spaces, we obtain a priori $\dot W^1_q$-estimates for any $q\in [2,\infty)$ when the…
We outline an approach to obtain direct $L^2$ estimates not requiring interpolation for so-called linearized partial sums operators associated with expansions in Walsh functions. We focus specifically on a simpler case of dyadic partial…
We develop a general technique for computing functional integrals with fixed area and boundary length constraints. The correct quantum dimensions for the vertex functions are recovered by properly regularizing the Green function. Explicit…
We provide explicit series expansions to certain stochastic path-dependent integral equations in terms of the path signature of the time augmented driving Brownian motion. Our framework encompasses a large class of stochastic linear…
We use the martingale convergence method to get the weak convergence theorem on general functionals of partial sums of independent heavy-tailed random variables. The limiting process is the stochastic integral driven by $\alpha-$stable…
We consider the one-dimensional Burgers equation perturbed by a stochastic forcing, which is assumed to be white in time and localised and low-dimensional in space. We establish a mixing property for the Markov process associated with the…
We construct the basis of a stochastic calculus for so-called Volterra processes, i.e., processes which are defined as the stochastic integral of a time-dependent kernel with respect to a standard Brownian motion. For these processes which…
We use the Bellman function method to give an elementary proof of a sharp weighted estimate for the Haar shifts, which is linear in the $A_2$ norm of the weight and in the complexity of the shift. Together with the representation of a…
In this paper, we investigate the stochastic damped Burgers equation with multiplicative space-time white noise defined on the entire real line. We prove the existence and uniqueness of a mild solution of the stochastic damped Burgers…
Building upon a recent work by two of the authours and J. Seidler on bw-Feller property for stochastic nonlinear beam and wave equations, we prove the existence of an invariant measure to stochastic 2-D Navier-Stokes (with multiplicative…
In this paper we prove a functional limit theorem for the weighted profile of a $b$-ary tree. For the proof we use classical martingales connected to branching Markov processes and a generalized version of the profile-polynomial martingale.…