Related papers: Littlewood--Paley estimates for pure-jump Dirichle…
This paper resolves the question of pointwise convergence for ergodic averages of a single function along the set of polynomial values of primes of the form $x^2 + ny^2$. Following the influential paper of Bourgain…
We give improvements and generalizations of both the classical Hardy inequality and the geometric Hardy inequality based on the divergence theorem. Especially, our improved Hardy type inequality derives both two Hardy type inequalities with…
We apply improved elliptic regularity results to a concrete symmetric Dirichlet form and various non-symmetric Dirichlet forms with possibly degenerate symmetric diffusion matrix. Given the (non)-symmetric Dirichlet form, using elliptic…
These lectures notes aim at introducing L\'{e}vy processes in an informal and intuitive way, accessible to non-specialists in the field. In the first part, we focus on the theory of L\'{e}vy processes. We analyze a `toy' example of a…
We prove certain vector valued inequalities related to Littlewood-Paley theory on Euclidean spaces. They can be used in proving characterization of the Hardy spaces in terms of Littlewood-Paley operators by methods of real analysis.
In this paper we continue to advance the theory regarding the Riesz fractional gradient in the calculus of variations and fractional partial differential equations begun in an earlier work of the same name. In particular we here establish…
L\'evy Flights are paradigmatic generalised random walk processes, in which the independent stationary increments---the "jump lengths"---are drawn from an $\alpha$-stable jump length distribution with long-tailed, power-law asymptote. As a…
In this paper we prove that there is a continuum set of increments with some minimal structure for the Hardy - Littlewood integral. The result implies a number of new properties of the Hardy - Littlewood integral.
In this paper we establish the reversed sharp Hardy-Littlewood-Sobolev (HLS for short) inequality on the upper half space and obtain a new HLS type integral inequality on the upper half space (extending an inequality found by Hang, Wang and…
We derive a Dickman approximation for the small jumps of a large class of multivariate L\'evy processes. We then apply this approximation to develop a simulation method for the class of general multivariate gamma distributions (GMGD). A…
We establish a characterization of the Hardy spaces on the homogeneous groups in terms of the Littlewood-Paley functions. The proof is based on vector-valued inequalities shown by applying the Peetre maximal function.
In this paper we obtain quite general and definitive forms for Hardy-Littlewood type inequalities. Moreover, when restricted to the original particular cases, our approach provides much simpler and straightforward proofs and we are able to…
We prove a universal approximation theorem that allows to approximate continuous functionals of c\`adl\`ag (rough) paths uniformly in time and on compact sets of paths via linear functionals of their time-extended signature. Our main…
We introduce two general non-parametric methods for recovering paths of the Brownian and jump components from high-frequency observations of a L\'evy process. The first procedure relies on reordering of independently sampled normal…
We establish a general theorem improving regularity of solutions of elliptic pseudodifferential equations. It allows to resolve in a unified way the regularity issue for a broad class of nonlinear elliptic equations and systems appearing in…
By using absolutely continuous lower bounds of the L\'evy measure, explicit gradient estimates are derived for the semigroup of the corresponding L\'evy process with a linear drift. A derivative formula is presented for the conditional…
Let $v \ne 0$ be a vector in $\R^n$. Consider the Laplacian on $\R^n$ with drift $\Delta_{v} = \Delta + 2v\cdot \nabla$ and the measure $d\mu(x) = e^{2 \langle v, x \rangle} dx$, with respect to which $\Delta_{v}$ is self-adjoint. This…
In this paper, we study transition density functions for pure jump unimodal L\'evy processes killed upon leaving an open set $D$. Under some mild assumptions on the L\'evy density, we establish two-sided Dirichlet heat kernel estimates when…
We study higher-order weighted Dirichlet-type spaces on the unit disc associated with a class of poly-superharmonic weights. A higher-order Littlewood Paley formula is established enabling the computation of higher-order weighted Dirichlet…
In this paper we discuss weak convergence of continuous-time Markov chains to a non-symmetric pure jump process. We approach this problem using Dirichlet forms as well as semimartingales. As an application, we discuss how to approximate a…