Related papers: Martingale Type, the Gamlen-Gaudet Construction an…

Let $X^1,\ldots, X^d$ be sigma-martingales on $(\Omega,{\cal F}, P)$. We show that every bounded martingale (with respect to the underlying filtration) admits an integral representation w.r.t. $X^1,\ldots, X^d$ if and only if there is no…

Let $(A,\mathscr{A},\mu)$ and $(B,\mathscr{B},\nu)$ be probability spaces, let $\mathscr{F}$ be a sub-$\sigma$-algebra of the product $\sigma$-algebra $\mathscr{A}\times\mathscr{B}$, let $X$ be a Banach space, and let $1< p,q< \infty$. We…

We introduce stronger versions of the usual notions of martingale type p <= 2 and cotype q >= 2 of a Banach space X and show that these concepts are equivalent to uniform p-smoothness and q-convexity, respectively. All these are metric…

We work in the setting of the progressive enlargement $\mathbb G$ of a reference filtration $\mathbb F$ through the observation of a random time $\tau$. We study an integral representation property for some classes of $\mathbb…

We introduce the notion of Gepner type Bridgeland stability conditions on triangulated categories, which depends on a choice of an autoequivalence and a complex number. We conjecture the existence of Gepner type stability conditions on the…

We prove that there exists a martingale $f\in H_p $ such that the subsequence $\{L_{2^n}f \}$ of N\"orlund logarithmic means with respect to the Walsh system are not bounded in the Lebesgue space $weak-L_p $ for $0<p<1 $. Moreover, we prove…

In this work, Bernstein's concentration inequalities for squared integrable matrix-valued discrete-time martingales are obtained. Based on Lieb's theory and Bernstein's condition, a suitable supermartingale can be constructed. Our proof is…

Let X and Y be an m-dimensional F-semimartingale and an n-dimensional H-semimartingale respectively on the same probability space, both enjoying the strong predictable representation property. We propose a martingale representation result…

We give conditions on a pair of Banach spaces $X$ and $Y,$ under which each operator from $X$ to $Y,$ whose second adjoint factors compactly through the space $l^p,$ $1\le p\le+\infty$, itself compactly factors through $l^p.$ The conditions…

We prove some results on the rate of convergence of greedy algorithms, which provide expansions. We consider both the case of Hilbert spaces and the more general case of Banach spaces. The new ingredient of the paper is that we bound the…

In this paper we introduce the notion of weak differential subordination for martingales and show that a Banach space $X$ is a UMD Banach space if and only if for all $p\in (1,\infty)$ and all purely discontinuous $X$-valued martingales $M$…

We show that the canonical decomposition (comprising both the Meyer-Yoeurp and the Yoeurp decompositions) of a general $X$-valued local martingale is possible if and only if $X$ has the UMD property. More precisely, $X$ is a UMD Banach…

In this paper we obtain a martingale representation theorem in the progressive enlargement $\mathbb{G}$ by a random time $\tau$ of the filtration $\mathbb{F}^L$ generated by a L\'evy process $L$. The assumptions on the random time are that…

Freedman's inequality is a supermartingale counterpart to Bennett's inequality. This result shows that the tail probabilities of a supermartingale is controlled by the quadratic characteristic and a uniform upper bound for the…

On a probability space $(\Omega,\mathcal{A},\mathbb{Q})$ we consider two filtrations $\mathbb{F}\subset \mathbb{G}$ and a $\mathbb{G}$ stopping time $\theta$ such that the $\mathbb{G}$ predictable processes coincide with $\mathbb{F}$…

This paper is the fourth and the last part of the series "Spherical higher order Fourier analysis over finite fields", aiming to develop the higher order Fourier analysis method along spheres over finite fields, and to solve the Geometric…

Given an infinite matrix $M=(m_{nk})$ we study a family of sequence spaces $\ell_M^p$ associated with it. When equipped with a suitable norm $\|\cdot\|_{M,p}$ we prove some basic properties of the Banach spaces of sequences…

Let $G$ a locally compact abelian group with Haar measure $\mu$ and let $1<p<\infty. $ In the present paper we determine necessary and sufficient conditions on $G$ for the grand Lebesgue space $ L^{p),\theta}(G)$ to be a Banach algebra…

In this paper we consider local martingales with values in a UMD Banach function space. We prove that such martingales have a version which is a martingale field. Moreover, a new Burkholder--Davis--Gundy type inequality is obtained.

Let $F$ be a compact set of a Banach space $\mathcal{X}$. This paper analyses the "Generalized Empirical Interpolation Method" (GEIM) which, given a function $f\in F$, builds an interpolant $\mathcal{J}_n[f]$ in an $n$-dimensional subspace…