Related papers: Quantitative John--Nirenberg inequality for stocha…
We discuss a parabolic version of the space of functions of bounded mean oscillation related to a doubly nonlinear parabolic partial differential equation. Parabolic John-Nirenberg inequalities, which give exponential decay estimates for…
The John-Nirenberg theorem states that functions of bounded mean oscillation are exponentially integrable. In this article we give two extensions of this theorem. The first one relates the dyadic maximal function to the sharp maximal…
We consider the strong form of the John-Nirenberg inequality for the $L^2$-based BMO. We construct explicit Bellman functions for the inequality in the continuous and dyadic settings and obtain the sharp constant as well as the precise…
This work explores new deep connections between John-Nirenberg type inequalities and Muckenhoupt weight invariance for a large class of $BMO$-type spaces. The results are formulated in a very general framework in which $BMO$ spaces are…
This paper studies functions of bounded mean oscillation (BMO) on metric spaces equipped with a doubling measure. The main result gives characterizations for mappings that preserve BMO. This extends the corresponding Euclidean results by…
Considered herein is a particular nonlinear dispersive stochastic equation. It was introduced recently in [3], as a model describing surface water waves under location uncertainty. The corresponding noise term is introduced through a…
We study the so-called John-Nirenberg space that is a generalization of functions of bounded mean oscillation in the setting of metric measure spaces with a doubling measure. Our main results are local and global John-Nirenberg…
A new class of metric measure spaces is introduced and studied. This class generalises the well-established doubling metric measure spaces as well as the spaces (R^n,mu) with mu(B(x,r))<Cr^d, in which non-doubling harmonic analysis has…
In this paper, we consider the stochastic singular integral operators and obtain the BMO estimates. As an application, we consider the fractional Laplacian equation with additive noises \bess…
In this paper, we define a notion of $\beta$-dimensional mean oscillation of functions $u: Q_0 \subset \mathbb{R}^d \to \mathbb{R}$ which are integrable on $\beta$-dimensional subsets of the cube $Q_0$: \begin{align*}…
A new approach to classical self improving results for $BMO$ functions is presented. "Coordinate Gagliardo spaces" are introduced and a generalized version of the John-Nirenberg Lemma is proved. Applications are provided.
We consider the stochastic integrals of multivariate point processes and study their concentration phenomena. In particular, we obtain a Bernstein type of concentration inequality through Dol\'eans-Dade exponential formula and a uniform…
We use geometric arguments to prove explicit bounds on the mean oscillation for two important rearrangements on $\mathbb{R}^n$. For the decreasing rearrangement $f^*$ of a rearrangeable function $f$ of bounded mean oscillation (BMO) on…
We study, in the context of doubling metric measure spaces, a class of BMO type functions defined by John and Nirenberg. In particular, we present a new version of the Calderon-Zygmund decomposition in metric spaces and use it to prove the…
We investigate parabolic Muckenhoupt weights and functions of bounded mean oscillation (BMO) related to nonlinear parabolic partial differential equations. The main result gives a full characterization of weak and strong type weighted norm…
We investigate stochastic processes that generalize geometric Brownian motion, focusing on cases where the standard invariant measure, i.e. the solution of the stationary Fokker-Planck equation does not necessarily exist. We demonstrate…
Our main result is an abstract good-$\lambda$ inequality that allows us to consider three self-improving properties related to oscillation estimates in a very general context. The novelty of our approach is that there is one principle…
We study the asymptotic behavior of estimators of a two-valued, discontinuous diffusion coefficient in a Stochastic Differential Equation, called an Oscillating Brownian Motion. Using the relation of the latter process with the Skew…
We set up some weighted norm inequalities for fractional oscillatory integral operators. As applications, the corresponding results for commutators formed by $BMO(\mathbb{R}^{n})$ functions and the operators are established.
A procedure for model reduction of stochastic ordinary differential equations with additive noise was recently introduced in [Colangeli-Duong-Muntean, Journal of Physics A: Mathematical and Theoretical, 2022], based on the Invariant…