Related papers: Fractional integration for irregular martingales

We give a short summary of Varopoulos' generalised Hardy-Littlewood-Sobolev inequality for self-adjoint $C_{0}$ semigroups and give a new probabilistic representation of the classical fractional integral operators on $\R^n$ as projections…

We give a representation of the fractional integral for symmetric Markovian semigroups as the projection of martingale transforms and prove the Hardy-Littlewood-Sobolev(HLS) inequality based on this representation. The proof rests on a new…

With rectangular doubling weight, a~generalized Hardy-Littlewood-Sobolev inequality for rectangular fractional integral operators is verified. The result is a~nice application of $M$-linear embedding theorem for dyadic rectangles.

In this paper we introduce a variant of Burkholder's martingale transform associated with two martingales with respect to different filtrations. Even though the classical martingale techniques cannot be applied, we show that the discussed…

We study a family of fractional integral operators defined on Heisenberg groups. The kernels of these operators satisfy Zygmund dilations. We obtain a Hardy-Littlewood-Sobolev type inequality.

We study a family of fractional integral operator defined on an homogeneous space with a "rectangle doubling" measure. As a result, we give an extension of the classical Hardy-Littlewood-Sobolev theorem to a multi-parameter setting.

We study a family of fractional integral operators defined in $\mathbb{R}^3$ whose kernels are distributions associated with Zygmund dilations: $(x_1, x_2, x_3) \rightarrow (\delta_1 x_1, \delta_2 x_2, \delta_1\delta_2 x_3)$ for…

In this paper we introduce the notion of fractional martingale as the fractional derivative of order $\alpha$ of a continuous local martingale, where $\alpha\in(-{1/2},{1/2})$, and we show that it has a nonzero finite variation of order…

We prove Hardy-type inequalities for a fractional Dunkl--Hermite operator which incidentally give Hardy inequalities for the fractional harmonic oscillator as well. The idea is to use $h$-harmonic expansions to reduce the problem in the…

We prove a fractional version of the Hardy--Sobolev--Maz'ya inequality for arbitrary domains and $L^p$ norms with $p\geq 2$. This inequality combines the fractional Sobolev and the fractional Hardy inequality into a single inequality, while…

We establish some qualitative properties of minimizers in the fractional Hardy--Sobolev inequalities of arbitrary order.

This work focuses on an improved fractional Sobolev inequality with a remainder term involving the Hardy-Littlewood-Sobolev inequality which has been proved recently. By extending a recent result on the standard Laplacian to the fractional…

We characterize a weighted norm inequality which corresponds to the embedding of a class of absolutely continuous functions into the fractional order Sobolev space. The auxiliary result of the paper is of independent interest. It comprises…

We introduce a 2-parameter Hedberg's method, and use it to prove a Hardy-Littlewood-Sobolev theorem for a new type of fractional integral operators, whose kernel has singularity on the light-cone.

In this work we introduce a theory of stochastic integration for operator-valued integrands with respect to some classes of cylindrical martingale-valued measures in Hilbert spaces. The integral is constructed via the radonification of…

For fractional derivatives and time-fractional differential equations, we construct a framework on the basis of the operator theory in fractional Sobolev spaces. Our framework provides a feasible extension of the classical Caputo and the…

We prove a weighted version of the Hardy-Littlewood-Sobolev inequality for radially symmetric functions, and show that the range of admissible power weights appearing in the classical inequality due to Stein and Weiss can be improved in…

Inspired by a conjecture of Vladimir Maz'ya on $\Phi$-inequalities in the spirit of Bourgain and Brezis, we establish some $\Phi$-inequalities for fractional martingale transforms. These inequalities may be thought of as martingale models…

We consider functions L_p-integrable with Jacobi weights on [-1,1] and prove Hardy--Littlewood type inequalities for fractional integrals. As applications, we obtain the sharp (L_p, L_q) Ulyanov-type inequalities for the Ditzian--Totik…

We introduce a general notion of fractional (noninteger) derivative for functions defined on arbitrary time scales. The basic tools for the time-scale fractional calculus (fractional differentiation and fractional integration) are then…