Related papers: Weighted Davis inequalities for martingale square …
In this paper we focus our attention on an embedding result for a weighted Sobolev space that involves as weight the distance function from the boundary taken with respect to a general smooth gauge function $F$. Starting from this type of…
We present a systematic method for computing explicit approximations to martingale representations for a large class of Brownian functionals. The approximations are obtained by obtained by computing a directional derivative of the weak…
Let $X$ be a given Banach space and let $M$, $N$ be two orthogonal $X$-valued local martingales such that $N$ is weakly differentially subordinate to $M$. The paper contains the proof of the estimate $$ \mathbb E \Psi(N_t) \leq…
This paper is devoted to the weighted estimates and the solvability of time-fractional parabolic equations. The leading coefficients \(a^{ij}(t,x)\) are assumed to have small mean oscillations in \((t,x)\) locally, in both non-divergence…
In this work, an improvement of H\"{o}lder-McCarty inequality is established. Based on that, several refinements of the generalized mixed Schwarz inequality are obtained. Consequently, some new numerical radius inequalities are proved. New…
We establish sharp Adams type inequalities on Sobolev spaces $W^{\alpha, n/\alpha}(X)$ of any fractional order $\alpha< n$ on Riemannian symmetric space $X$ of noncompact type with dimension $n$ and of arbitrary rank. We also establish…
In this work, some new upper and lower bounds of the Davis-Wielandt radius are introduced. Generalizations of some presented results are obtained. Some bounds of the Davis-Wielandt radius for $n\times n$ operator matrices are established.…
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…
Estimating causal effects from observational data is a central problem in many domains. A general approach is to balance covariates with weights such that the distribution of the data mimics randomization. We present generalized balancing…
We give an exact formula for the Bellman function of the weak type of martingale transform. We also give the extremal functions (actually extremal sequences of functions). We find them using the precise form of the Bellman function. The…
In the paper, the authors find some new integral inequalities of Hermite-Hadamard type for functions whose derivatives of the $n$-th order are $(\alpha,m)$-convex and deduce some known results. As applications of the newly-established…
Freedman's inequality is a martingale counterpart to Bernstein's inequality. This result shows that the large-deviation behavior of a martingale is controlled by the predictable quadratic variation and a uniform upper bound for the…
Weighted discrete Hilbert transforms $(a_n)_n \mapsto \sum_n a_n v_n/(z-\gamma_n)$ from $\ell^2_v$ to a weighted $L^2$ space are studied, with $\Gamma=(\gamma_n)$ a sequence of distinct points in the complex plane and $v=(v_n)$ a…
\begin{abstract} In this paper we state the following weighted Hardy type inequality for any functions $\varphi$ in a weighted Sobolev space and for weight functions $\mu$ of a quite general type \begin{equation*} c_{N,\mu}…
We find necessary and sufficient conditions on weights $u_1, u_2, v_1, v_2$, i.e. measurable, positive, and finite, a.e. on $(a,b)$, for which there exists a positive constant $C$ such that for given $0 < p_1,q_1,p_2,q_2 <\infty$ the…
In this paper, the classical Dellacherie's theorem about stochastic process is extended to variable exponent Lebesgue spaces. As its applications, we obtain variable exponent analogues of several famous inequalities in classical martingale…
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…
In this paper we investigate some convergence and divergence of some specific subsequences of partial sums with respect to Walsh system on the martingale Hardy spaces. By using these results we obtain relationship of the ratio of…
We demonstrate that backward stochastic differential equations (BSDE) may be reformulated as ordinary functional differential equations on certain path spaces. In this framework, neither It\^{o}'s integrals nor martingale representation…
Several families of sharp Bernstein inequalities are established on the weighted $L^2$ space over parabolic domains, which include bounded or unbounded rotational paraboloids and parabolic surfaces. The main tool is a second-order…