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Generalizing the concept of quantiles to the jump measure of a L\'evy process, the generalized quantiles $q_{\tau}^{\pm}>0$, for $\tau>0$, are given by the smallest values such that a jump larger than $q_{\tau}^{+}$ or a negative jump…

Statistics Theory · Mathematics 2015-06-19 Mathias Trabs

We establish the global asymptotic equivalence between a pure jumps L\'evy process $\{X_t\}$ on the time interval $[0,T]$ with unknown L\'evy measure $\nu$ belonging to a non-parametric class and the observation of $2m^2$ Poisson…

Probability · Mathematics 2013-09-20 Pierre Étoré , Sana Louhichi , Ester Mariucci

The article presents a generalization of the classical Hardy-Littlewood conjecture concerning the density of prime tuples to the case of tuples consisting of almost-prime numbers (numbers with a specified quantity of prime divisors). The…

General Mathematics · Mathematics 2026-03-17 Victor Volfson

We show on- and off-diagonal upper estimates for the transition densities of symmetric Levy and Levy-type processes. To get the an-diagonal estimates we prove a Nash type inequality for the related Dirichlet form. For the off-diagonal…

Probability · Mathematics 2010-06-23 V. Knopova , R. Schilling

Let $X$ be a ball quasi-Banach function space on ${\mathbb R}^n$. In this article, assuming that the powered Hardy--Littlewood maximal operator satisfies some Fefferman--Stein vector-valued maximal inequality on $X$ and is bounded on the…

Classical Analysis and ODEs · Mathematics 2019-11-13 Der-Chen Chang , Songbai Wang , Dachun Yang , Yangyang Zhang

We investigate the growth of the polynomial and multilinear Hardy--Littlewood inequalities. Analytical and numerical approaches are performed and, in particular, among other results, we show that a simple application of the best known…

Functional Analysis · Mathematics 2018-04-02 J. Campos , W. Cavalcante , V. Fávaro , D. Nuñez-Alarcón , D. Pellegrino , D. M. Serrano-Rodríguez

In this paper, we consider Cauchy problem for the modified Korteweg-de Vries hierarchy on the real line with decaying initial data. Using the Riemann--Hilbert formulation and nonlinear steepest descent method, we derive a uniform asymptotic…

Analysis of PDEs · Mathematics 2021-11-23 Lin Huang , Lun Zhang

Hardy and Littlewood's approximate functional equation for quadratic Weyl sums (theta sums) provides, by iterative application, a powerful tool for the asymptotic analysis of such sums. The classical Jacobi theta function, on the other…

Number Theory · Mathematics 2015-02-27 Francesco Cellarosi , Jens Marklof

Let $\mathscr{L}$ be either the Laplace--Beltrami operator, its shift without spectral gap, or the distinguished Laplacian on a symmetric space of noncompact type $\mathbb{X}$ of arbitrary rank. We consider the heat equation, the fractional…

Analysis of PDEs · Mathematics 2023-07-19 Tommaso Bruno , Effie Papageorgiou

In this paper, we prove a new functional inequality of Hardy-Littlewood type for generalized rearrangements of functions. We then show how this inequality provides {\em quantitative} stability results of steady states to evolution systems…

Analysis of PDEs · Mathematics 2016-10-12 Mohammed Lemou

Via a Bismut-Elworthy-Li formula from [KPP23], we derive uniform gradient estimates for transition semigroups associated with stochastic differential equations driven by a large class of cylindrical L\'{e}vy processes which includes the…

Probability · Mathematics 2025-09-09 Thanh Dang , Lingjiong Zhu

Small-space and large-time estimates and asymptotic expansion of the distribution function and (the derivatives of) the density function of hitting times of points for symmetric L\'evy processes are studied. The L\'evy measure is assumed to…

Probability · Mathematics 2017-02-15 Tomasz Juszczyszyn , Mateusz Kwaśnicki

We consider Littlewood-Paley functions associated with non-isotropic dilations. We prove that they can be used to characterize the parabolic Hardy spaces of Calder\'{o}n-Torchinsky.

Classical Analysis and ODEs · Mathematics 2016-11-24 Shuichi Sato

We present a new approach to fluctuation identities for reflected L\'{e}vy processes with one-sided jumps. This approach is based on a number of easy to understand observations and does not involve excursion theory or It\^{o} calculus. It…

Probability · Mathematics 2010-04-23 Jevgenijs Ivanovs

Under some mild assumptions on the Levy measure and the symbol we obtain gradient estimates of Dirichlet heat kernels for pure-jump isotropic unimodal Levy processes in $R^d$.

Probability · Mathematics 2016-05-06 Tadeusz Kulczycki , Michal Ryznar

We prove gradient estimates for harmonic functions with respect to a $d$-dimensional unimodal pure-jump Levy process under some mild assumptions on the density of its Levy measure. These assumptions allow for a construction of an unimodal…

Probability · Mathematics 2013-07-30 Tadeusz Kulczycki , Michal Ryznar

The Hardy--Littlewood inequalities for $m$-linear forms on $\ell_{p}$ spaces are known just for $p>m$. The critical case $p=m$ was overlooked for obvious technical reasons and, up to now, the only known estimate is the trivial one. In this…

Functional Analysis · Mathematics 2017-10-24 Djair Paulino

We consider a general d-dimensional Levy-type process with killing. Combining the classical Dyson series approach with a novel polynomial expansion of the generator A(t) of the Levy-type process, we derive a family of asymptotic…

Computational Finance · Quantitative Finance 2014-12-01 Matthew Lorig , Stefano Pagliarani , Andrea Pascucci

In this paper, we first prove that the Littlewood-Paley $g$-function, related to the convolution corresponding to the composition of pseudo-differential operator and evolution system associated with pseudo-differential operators, is a…

Analysis of PDEs · Mathematics 2025-02-24 Un Cig Ji , Jae Hun Kim

We develop a generalized Littlewood-Paley theory for semigroups acting on $L^p$-spaces of functions with values in uniformly convex or smooth Banach spaces. We characterize, in the vector-valued setting, the validity of the one-sided…

Functional Analysis · Mathematics 2016-08-16 Teresa Martínez , José L. Torrea , Quanhua Xu