Related papers: Burkholder's function and a weighted $L^2$ bound f…

This paper provides the time-dependent $L^2$-martingale representation of the forward stochastic integral where the driving noise is the Riemann-Liouville fractional Brownian motion with parameter $\frac{1}{2} < H < 1$ and the integrand is…

The paper contains the proof of $L^p$-weighted norm inequalities for both, martingales square functions and the classical square functions in harmonic analysis of Littlewood-Paley and Lusin. Furthermore, the bounds are completely explicit…

{Consider a c\`adl\`ag local martingale $M$ with square brackets $[M]$. In this paper, we provide upper and lower bounds for expectations of the type ${\mathbb E} [M]^{q/2}_{\tau}$, for any stopping time $\tau$ and $q\ge 2$, in terms of…

Let ${\mathscr L}^H(x,t)=2H\int_0^t\delta(B^H_s-x)s^{2H-1}ds$ be the weighted local time of fractional Brownian motion $B^H$ with Hurst index $1/2<H<1$. In this paper, we use Young integration to study the integral of determinate functions…

In this paper we study reflected backward stochastic differential equations with a continuous, linear growth coefficient and two barriers which belong to L^2. We prove that there exists at least by penalization method.

We bound integral means of the Bergman projection of a function in terms of integral means of the original function. As an application of these results, we bound certain weighted Bergman space norms of derivatives of Bergman projections in…

We describe a probabilistic construction of $H^s$-regular solutions for the spatially periodic forced Burgers equation by using a characterization of this solution through a forward-backward stochastic system.

We present necessary and sufficient conditions on triples of weights $(u,v,w)$ for the boundedness of the dyadic weighted square function $S_w$ from $L^2(u)$ into $L^2(v)$. We use this characterization to obtain necessary and sufficient…

We give sufficient conditions for the bounded law of the iterated logarithms for strictly stationary random fields when the summation is done on rectangle. The study is done by the control of an appropriated maximal function. The case of…

In this paper we establish sharp weighted bounds (Buckley type theorems) for one{sided maximal and fractional integral operators in terms of one{sided $A_p$ characteristics. Appropriate sharp bounds for strong maximal functions, multiple…

The Hilbert transform has a linear bound in the $A_{2}$ characteristic on weighted $L^{2}$, \begin{equation*} \left\Vert H\right\Vert _{L^{2}(w)\rightarrow L^{2}(w)}\lesssim \left[ w \right] _{A_{2}}, \end{equation*} and we extend this…

The dyadic paraproduct is bounded in weighted Lebesgue spaces $L_p(w)$ if and only if the weight $w$ belongs to the Muckenhoupt class $A_p^d$. However, the sharp bounds on the norm of the dyadic paraproduct are not known even in the…

We provide a quantitative two weight estimate for the dyadic paraproduct $\pi_b$ under certain conditions on a pair of weights $(u;v)$ and $b$ in $Carl_{u,v}$, a new class of functions that we show coincides with BMO when $u = v \in A^d_2$.…

Let $B^H$ be a fractional Brownian motion with Hurst index $0<H<1/2$. In this paper we study the {\it generalized quadratic covariation} $[f(B^H),B^H]^{(W)}$ defined by $$ [f(B^H),B^H]^{(W)}_t=\lim_{\epsilon\downarrow…

The motivation of the note is to obtain a H\"{o}rmander-type $L^2$ estimate for $\bar\partial$ equation. The feature of the new estimate is that the constant is independent of the weight function. Moreover, our estimate can be used for…

Quantitative weighted estimates are obtained for the Littlewood-Paley square function $S$ associated with a lacunary decomposition of ${\mathbb R}$ and for the Marcinkiewicz multiplier operator. In particular, we find the sharp dependence…

Let $\lambda$ the Barban--Vehov weights, defined in $(1)$. Let $X\ge z_1\ge100$ and $z_2=z_1^\tau$ for some $\tau>1$. We prove that \begin{equation*} \sum_{n\le X}\frac{1}{n}\Bigl(\sum_{\substack{d|n}}\lambda_d\Bigr)^2 \le f(\tau)\frac{\log…

We consider the second weighted Bartholdi zeta function of a graph $G$, and present weighted versions for the result of Li and Hou's on the partial derivatives of the determinant part in the determinant expression of the Bartholdi zeta…

Borell's formula is a stochastic variational formula for the log-Laplace transform of a function of a Gaussian vector. We establish an extension of this to the Riemannian setting and give a couple of applications, including a new proof of a…

For the Gegenbauer weight function $w_{\lambda}(t)=(1-t^2)^{\lambda-1/2}$, $\lambda>-1/2$, we denote by $\Vert\cdot\Vert_{w_{\lambda}}$ the associated $L_2$-norm, $$ \Vert…