Related papers: Merryfield's inequality for multiparameter marting…

This paper extends the self-improvement result of Keith and Zhong in [16] to the two-measure case. Our main result shows that a two-measure $(p,p)$-Poincar\'e inequality for $1<p<\infty$ improves to a $(p,p-\varepsilon)$-Poincar\'e…

Let $\mathcal{A}(p)$ be the class consisting of functions $f$ that are holomorphic in $\ID\setminus \{p\}$, $p\in (0,1)$ possessing a simple pole at the point $z=p$ with nonzero residue and normalized by the condition $f(0)=0=f'(0)-1$. In…

The aim of this paper is to prove upper and lower $L^p$ estimates, $1<p<\infty$, for Littlewood-Paley square functions in the rational Dunkl setting.

We obtain a condition for the $L^q$-convergence of martingales generated by random multiplicative cascade measures for $q>1$ without any self-similarity requirements on the cascades.

We prove $L^p$ quantitative differentiability estimates for functions defined on uniformly rectifiable subsets of the Euclidean space. More precisely, we show that a Dorronsoro-type theorem holds in this context: the $L^p$ norm of the…

Given two martingales on the filtration generated by two dimensional Brownian motion, we want to estimate the $L^p$ norm of the subordinated one if we have some extra orthogonality property available. We construct several new Bellman…

We obtain sharp estimates for the localized distribution function of M\phi, when \phi belongs to Lp,\inf where M is the dyadic maximal operator. We obtain these estimates given the L1 and Lq norm, q < p and certain weak Lp-conditions.

We prove an elementary yet useful inequality bounding the maximal value of certain linear programs. This leads directly to a bound on the martingale difference for arbitrarily dependent random variables, providing a generalization of some…

We study $L^p$ inequalities that sharpen the triangle inequality for sums of $N$ functions in $L^p$.

We consider a Markov chain X_1, X_2, ..., X_n belonging to a class of iterated random functions, which is "one-step contracting" with respect to some distance d. If f is any separately Lipschitz function with respect to d, we use a well…

We give a simple necessary and sufficient condition for maximal operators associated with radial Fourier multipliers to be bounded on $L^p_{rad}$ and $L^p$ for certain $p$ greater than $2$. The range of exponents obtained for the…

In this paper we establish asymptotically best possible interpolation Lebesgue-type inequalities for $2\pi$-periodic functions $f$, which are representable as generalized Poisson integrals of the functions $\varphi$ from the space $L_p$,…

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…

Interpolation inequalities play an important role in the study of PDEs and their applications. There are still some interesting open questions and problems that related to integral estimates and regularity of solutions to the elliptic…

We study $L^p$ boundedness of the maximal average over dilations of a smooth hypersurface $S$. When the decay rate of the Fourier transform of a measure on $S$ is $1/2$, we establish the optimal maximal bound, which settles the conjecture…

We develop algorithms for computing expectations of the laws of models associated to stochastic differential equations (SDEs) driven by pure L\'evy processes. We consider filtering such processes and well as pricing of path dependent…

We study martingale inequalities from an analytic point of view and show that a general martingale inequality can be reduced to a pair of deterministic inequalities in a small number of variables. More precisely, the optimal bound in the…

Adapting a definition given by Bjerkevik and Lesnick for multiparameter persistence modules, we introduce an $\ell^p$-type extension of the interleaving distance on merge trees. We show that our distance is a metric, and that it…

Let $L$ be a multidimensional L\'evy process under $P$ in its own filtration. The $f^q$-minimal martingale measure $Q_q$ is defined as that equivalent local martingale measure for $\mathcal {E}(L)$ which minimizes the $f^q$-divergence…

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…