Related papers: On the H\"{o}rmander's estimate

In this paper we construct the main algebraic and differential properties and the weight functions of orthogonal polynomial solutions of bivariate second--order linear partial differential equations, which are admissible potentially…

In this work we establish a weighted $L^2-L^2$ estimate for inhomogeneous wave equation in 3-D, by introducing a Morawetz multiplier with weight of power $s(1<s<2)$, and then integrating on the light cones and $t$ slice. With this weighted…

In this paper, first we give a new generalization of the Bohr's inequality for the class of bounded analytic functions $\mathcal{B'}$ and for the class of sense-preserving $K$-quasiconformal harmonic mappings of the form $f=h+\overline{g},$…

We prove a weighted Carleman estimate for a class of one-dimensional, self-adjoint Schr\"odinger operators $P(h)$ with low regularity electric and magnetic potentials, where $h > 0$ is a semiclassical parameter. The long range part of…

We give an overview of the generalized Calder\'on-Zygmund theory for "non-integral" singular operators, that is, operators without kernels bounds but appropriate off-diagonal estimates. This theory is powerful enough to obtain weighted…

Weighting estimators based on propensity scores are widely used for causal estimation in a variety of contexts, such as observational studies, marginal structural models and interference. They enjoy appealing theoretical properties such as…

Let the Ornstein-Uhlenbeck process $(X_t)_{t\ge0}$ driven by a fractional Brownian motion $B^{H }$, described by $dX_t = -\theta X_t dt + \sigma dB_t^{H }$ be observed at discrete time instants $t_k=kh$, $k=0, 1, 2, \cdots, 2n+2 $. We…

We use the Bellman function method to give an elementary proof of a sharp weighted estimate for the Haar shifts, which is linear in the $A_2$ norm of the weight and in the complexity of the shift. Together with the representation of a…

In this paper, we propose an empirical likelihood-based weighted estimator of regression parameter in quantile regression model with nonignorable missing covariates. The proposed estimator is computationally simple and achieves…

We establish formulas for the constant factor in several asymptotic estimates related to the distribution of integer and polynomial divisors. The formulas are then used to approximate these factors numerically.

Consider the general scalar balance law $\partial_t u + \Div f(t, x,u) = F(t,x,u)$ in several space dimensions. The aim of this note is to estimate the dependence of its solutions from the flow $f$ and from the source $F$. To this aim, a…

Let $f\in\mathbb R[x,y,z]$ be a fixed non-degenerate quadratic polynomial. Given an $\alpha$-Frostman probability measure $\mu$ supported on $[0,1]$ with $\alpha\in(0,1)$, consider the pushforward measure $\nu=f_{\#}(\mu\times\mu\times\mu)$…

Stochastic partial differential equations of second order with two unknown parameters are studied. Based on ergodicity, two suitable families of minimum constrast estimators are introduced. Strong consistency and asymptotic normality of…

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…

Quantitative unique continuation principles for multiscale structures are an important ingredient in a number applications, e.g. random Schr\"odinger operators and control theory. We review recent results and announce new ones regarding…

We clarify how close a second order fully nonlinear equation can come to uniform ellipticity, through counting large eigenvalues of the linearized operator. This suggests an effective and novel way to understand the structure of fully…

We provide quantitative weighted weak type estimates for non-integral square functions in the critical case $p=2$ in terms of the $A_p$ and reverse H\"older constants associated to the weight. The method of proof uses a decoupling of the…

We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…

We present an algorithm to compute values L(s) and derivatives of L-functions of motivic origin numerically to required accuracy. Specifically, the method applies to any L-series whose Gamma-factor is a product of any number of…

For commutators of the form [b,T] where T is any Calderon--Zygmund operator and b is any BMO function we derive weighted quadratic type estimates in term of the A1 constant of the weight both in the Lp context or of LlogL type at the…