Related papers: A dual approach to Burkholder's $L^p$ estimates

Consider a discrete-time martingale, and let $V^2$ be its normalized quadratic variation. As $V^2$ approaches 1, and provided that some Lindeberg condition is satisfied, the distribution of the rescaled martingale approaches the Gaussian…

Defining a divergence between the laws of continuous martingales is a delicate task, owing to the fact that these laws tend to be singular to each other. An important idea, put forward by N. Gantert, is to instead consider a scaling limit…

We describe a new operator space structure on $L_p$ when $p$ is an even integer and compare it with the one introduced in our previous work using complex interpolation. For the new structure, the Khintchine inequalities and Burkholder's…

Motivated by recent results on the dual formulation of optimal stopping problems, we investigate in this short paper how the knowledge of an approximating dual martingale can improve the efficiency of primal methods. In particular, we show…

We consider linear elliptic and parabolic equations with measurable coefficients and prove two types of $L_{p}$-estimates for their solutions, which were recently used in the theory of fully nonlinear elliptic and parabolic second order…

We prove $L^{p}$ and weighted $L^{p}$ estimates for bounded functions of a selfadjoint operator satisfying both a pointwise gaussian estimate for its heat kernel and a finite speed of propagation property. As an application, we obtain…

The first-order approach to boundary value problems for second-order elliptic equations in divergence form with transversally independent complex coefficients in the upper half-space rewrites the equation algebraically as a first-order…

In this paper, we deal with a class of one-dimensional reflected backward doubly stochastic differential equations with one continuous lower barrier. We derive the existence and uniqueness of solutions for these equations with Lipschitz…

A famous conjecture of Littlewood (c. 1930) concerns approximating two real numbers by rationals of the same denominator, multiplying the errors. In a lesser-known paper, Wang and Yu (1981) established an asymptotic formula for the number…

We prove L^p estimates for a two-dimensional bilinear operator of paraproduct type. This result answers a question posed by Demeter and Thiele in [3].

We establish distributional estimates for noncommutative martingales, in the sense of decreasing rearrangements of the spectra of unbounded operators, which generalises the study of distributions of random variables. Our results include…

We consider reflected backward stochastic differential equations with two general optional barriers. The solutions to these equations have the so-called regulated trajectories, i.e trajectories with left and right finite limits. We prove…

Two residual-type error estimators for the mortar staggered discontinuous Galerkin discretizations of second order elliptic equations are developed. Both error estimators are proved to be reliable and efficient. Key to the derivation of the…

Our aim is to study the existence and uniqueness of the $L^{p}$ - variational solution, with $p>1,$ of the following multivalued backward stochastic differential equation with $p$-integrable data: \[ \left\{ \begin{align*}…

Let $M,N$ be real-valued martingales such that $N$ is differentially subordinate to $M$. The paper contains the proofs of the following weak-type inequalities: (i) If $M\geq0$ and $0<p\leq1$, then \[\Vert N\Vert_{p,\infty}\leq2\Vert…

This article describes the extension of recent methods for a posteriori error estimation such as dual-weighted residual methods to node-centered finite volume discretizations of second order elliptic boundary value problems including upwind…

This work explores the use of a forward-backward martingale method together with a decoupling argument and entropic estimates between the conditional and averaged measures to prove a strong averaging principle for stochastic differential…

We obtain sharp weighted estimates for solutions of the equation $\partial$ u = f in a lineally convex domain of finite type. Precisely we obtain estimates in the spaces L p ($\Omega$,$\delta$ $\gamma$), $\delta$ being the distance to the…

The theory of second order complex coefficient operators of the form $\mathcal{L}=\mbox{div} A(x)\nabla$ has recently been developed under the assumption of $p$-ellipticity. In particular, if the matrix $A$ is $p$-elliptic, the solutions…

We obtain necessary and sufficient existence conditions for solutions of the boundary value problem $$ \Delta_p u = f \quad \mbox{on } M, \quad \left. \left| \nabla u \right|^{p - 2} \frac{\partial u}{\partial \nu} \right|_{ \partial M } =…