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Related papers: Lecture notes on martingale inequalities

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We consider a general class of sharp $L^p$ Hardy inequalities in $\R^N$ involving distance from a surface of general codimension $1\leq k\leq N$. We show that we can succesively improve them by adding to the right hand side a lower order…

Analysis of PDEs · Mathematics 2007-05-23 G. Barbatis , S. Filippas , A. Tertikas

We extend some sharp inequalities for martingale-differences to general multiplicative systems of random variables. The key ingredient in the proofs is a technique reducing the general case to the case of Rademacher random variables without…

Classical Analysis and ODEs · Mathematics 2022-04-29 Grigori A. Karagulyan

The Laplace approximation is sometimes not sufficiently accurate for smoothing parameter estimation in generalized additive mixed models. A novel estimation strategy is proposed that solves this problem and leads to estimates exhibiting the…

Methodology · Statistics 2025-04-15 Alex Stringer

We study a linearly transformed particle method for the aggregation equation with smooth or singular interaction forces. For the smooth interaction forces, we provide convergence estimates in $L^1$ and $L^\infty$ norms depending on the…

Numerical Analysis · Mathematics 2015-07-28 Martin Campos Pinto , José A. Carrillo , Frédérique Charles , Young-Pil Choi

The purpose of these notes is to distribute, mostly without proofs, fundamental definitions and results concerning the theory of semimartingales and stochastic integration. The material serves as a foundational guide for those interested in…

Probability · Mathematics 2025-01-03 Mark van den Bosch

This paper is devoted to a systematic study of certain geometric integral inequalities which arise in continuum combinatorial approaches to $L^p$-improving inequalities for Radon-like transforms over polynomial submanifolds of intermediate…

Classical Analysis and ODEs · Mathematics 2022-03-23 Philip T Gressman

In this article we focus on $L^{p}$ estimates for two types of multilinear lacunary maximal averages over hypersurfaces with curvature conditions. Moreover, we give a different proof for the bilinear lacunary spherical maximal functions. To…

Classical Analysis and ODEs · Mathematics 2024-01-24 Chu-hee Cho , Jin Bong Lee , Kalachand Shuin

We construct a pathwise calculus for functionals of integer-valued measures and use it to derive an martingale representation formula with respect to a large class of integer-valued random measures. Using these results, we extend the…

Probability · Mathematics 2020-02-28 Pierre M. Blacque-Florentin , Rama Cont

Let $X$ be a supermartingale starting from $0$ which has only nonnegative jumps. For each $0<p<1$ we determine the best constants $c_p$, $C_p$ and $\mathfrak{c}_p$ such that $$ \,\,\,\,\sup_{t\geq 0}\left|\left|X_t\right|\right|_p\leq…

Probability · Mathematics 2013-12-19 Rodrigo Bañuelos , Adam Osekowski

In this paper we study direct and inverse approximation inequalities in $L^{p}(\mathbb{R}^{d})$, $1<p<\infty$, with the Dunkl weight. We obtain these estimates in their sharp form substantially improving previous results. We also establish…

Classical Analysis and ODEs · Mathematics 2020-03-31 D. V. Gorbachev , V. I. Ivanov , S. Yu. Tikhonov

We discuss the use of inequalities to obtain the solution of certain variational problems on time scales.

Optimization and Control · Mathematics 2012-11-05 Martin J. Bohner , Rui A. C. Ferreira , Delfim F. M. Torres

In this paper we give sharp $L_p$ Markov type inequalities for derivatives of multivariate polynomials for a wide family of UPC domains.

Classical Analysis and ODEs · Mathematics 2021-12-15 Tomasz Beberok

Multi-dimensional continuous local martingales, enhanced with their stochastic area process, give rise to geometric rough paths with a.s. finite homogenous p-variation, p>2. Here we go one step further and establish quantitative bounds of…

Probability · Mathematics 2007-05-23 Peter Friz , Nicolas Victoir

The martingale method is used to establish concentration inequalities for a class of dependent random sequences on a countable state space, with the constants in the inequalities expressed in terms of certain mixing coefficients. Along the…

Probability · Mathematics 2009-01-22 Leonid , Kontorovich , Kavita Ramanan

Computing reachability probabilities is a fundamental problem in the analysis of probabilistic programs. This paper aims at a comprehensive and comparative account on various martingale-based methods for over- and under-approximating…

Programming Languages · Computer Science 2018-11-16 Toru Takisaka , Yuichiro Oyabu , Natsuki Urabe , Ichiro Hasuo

The authors use steepest descent ideas to obtain a priori $L^p$ estimates for solutions of Riemann-Hilbert Problems. Such estimates play a crucial role, in particular, in analyzing the long-time behavior of solutions of the perturbed…

Classical Analysis and ODEs · Mathematics 2007-05-23 P. Deift , X. Zhou

Interpolation inequalities for $C^m$ functions allow to bound derivatives of intermediate order $0 < j<m$ by bounds for the derivatives of order $0$ and $m$. We review various interpolation inequalities for $L^p$-norms ($1 \le p \le…

Functional Analysis · Mathematics 2025-05-14 Armin Rainer , Gerhard Schindl

An $L_{p}$-theory of divergence and non-divergence form elliptic and parabolic equations is presented. The main coefficients are supposed to belong to the class $VMO_{x}$, which, in particular, contains all functions independent of $x$.…

Analysis of PDEs · Mathematics 2007-05-23 N. V. Krylov

The goal of this note is to give, at least for a restricted range of indices, a short proof of homogeneous commutator estimates for fractional derivatives of a product, using classical tools. Both $L^{p}$ and weighted $L^{p}$ estimates can…

Analysis of PDEs · Mathematics 2019-07-25 Piero D'Ancona

These lecture notes provide a self-contained introduction to the mathematical methods required in a Bachelor degree programme in Business, Economics, or Management. In particular, the topics covered comprise real-valued vector and matrix…

General Finance · Quantitative Finance 2015-09-17 Henk van Elst