Related papers: Merryfield's inequality for multiparameter marting…

We devote this note to correct an estimate concerning mixed inequalities for the generalized maximal function $M_\Phi$, when certain properties of the associated Young function $\Phi$ are assumed. Although the obtained estimates turn out to…

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using the Taylor expansion, is…

We extend the asymptotic Samuel function of an ideal to a filtration and show that many of the good properties of this function for an ideal are true for filtrations. There are, however, interesting differences, which we explore. We study…

We introduce and study the median maximal function \mathcal{M} f, defined in the same manner as the classical Hardy-Littlewood maximal function, only replacing integral averages of f by medians throughout the definition. This change has a…

Given a reference filtration $\mathbb{F}$, we develop in this work a generic method for computing the semimartingale decomposition of $\mathbb{F}$-martingales in some specific enlargements of $\mathbb{F}$. This method is then applied to the…

We prove a weak-type (1, 1) inequality involving conditioned versions of square functions for martingales in noncommutative $L^p$-spaces associated with finite von Neumann algebras. As application, we determine the optimal orders for the…

We prove a comparison theorem for super- and sub-solutions with non-vanishing gradients to semilinear PDEs provided a nonlinearity $f$ is $L^p$ function with $p > 1$. The proof is based on a strong maximum principle for solutions of…

We give a class of Fourier multipliers with non-symmetric symbols and explicit norm bounds on $L^p$ spaces by using the stochastic calculus of L\'evy processes and Burkholder-Wang estimates for differentially subordinate martingales.

In this paper, we establish an improved variable coefficient version of square function inequality, by which the local smoothing estimate $L^p_\alpha\rightarrow L^p$ for the Fourier integral operators satisfying cinematic curvature…

We prove necessary and sufficient conditions for the $L^p$-convergence, $p>1$, of the Biggins martingale with complex parameter in the supercritical branching random walk. The results and their proofs are much more involved (especially in…

We prove a weak-type (1,1) inequality for square functions of non-commutative martingales that are simultaneously bounded in $L^2$ and $L^1$. More precisely, the following non-commutative analogue of a classical result of Burkholder holds:…

We prove that the existence of a Mihlin-H\"ormander functional calculus for an operator $L$ implies the boundedness on $L^p$ of both the maximal operators and the continuous square functions build on spectral multipliers of $L.$ The…

We prove endpoint bounds for derivatives of fractional maximal functions with either smooth convolution kernel or lacunary set of radii in dimensions $n \geq 2$. We also show that the spherical fractional maximal function maps $L^{p}$ into…

Using martingale methods, we provide bounds for the entropy of a probability measure on $\mathbb {R}^d$ with the right-hand side given in a certain integral form. As a corollary, in the one-dimensional case, we obtain a weighted log-Sobolev…

We establish $L^{p_1}\times\cdots\times L^{p_k}\to L^r$ and $\ell^{p_1}\times\cdots\times \ell^{p_k}\to \ell^r$ type bounds for multilinear maximal operators associated to averages over isometric copies of a given non-degenerate $k$-simplex…

We consider the averages of a function $ f$ on $ \mathbb R ^{n}$ over spheres of radius $ 0< r< \infty $ given by $ A_{r} f (x) = \int_{\mathbb S ^{n-1}} f (x-r y) \; d \sigma (y)$, where $ \sigma $ is the normalized rotation invariant…

We study exponential Levy models with change-point which is a random variable, independent from initial Levy processes. On canonical space with initially enlarged filtration we describe all equivalent martingale measures for change-point…

Various new sufficient conditions for representation of a function of several variables as an absolutely convergent Fourier integral are obtained in the paper. The results are given in terms of $L^p$ integrability of the function and its…

In this paper we prove maximal regularity estimates in "square function spaces" which are commonly used in harmonic analysis, spectral theory, and stochastic analysis. In particular, they lead to a new class of maximal regularity results…

Learning how to figure out sharp $L^p$-estimates of nonlinear differential expressions, to prove and use them, is a fundamental part of the development of PDEs and Geometric Function Theory (GFT). Our survey presents, among what is known to…