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Based on a weak convergence argument, we provide a necessary and sufficient condition that guarantees that a nonnegative local martingale is indeed a martingale. Typically, conditions of this sort are expressed in terms of integrability…

Probability · Mathematics 2014-04-24 Jose Blanchet , Johannes Ruf

We prove optimal ${L}^2$ bounds for a pair of Hilbert space valued differentially subordinate martingales under a change of law. The change of law is given by a process called a weight and sharpness in this context refers to the optimal…

Probability · Mathematics 2016-11-22 Komla Domelevo , Stefanie Petermichl

The aim of this paper is to obtain mixed weak-type inequalities for multilinear fractional operators, extending results by F. Berra, M. Carena and G. Pradolini \cite{BCP}. We prove that, under certain conditions on the weights, there exists…

Classical Analysis and ODEs · Mathematics 2018-10-17 Belén Picardi

We derive both Azuma-Hoeffding and Burkholder-type inequalities for partial sums over a rectangular grid of dimension $d$ of a random field satisfying a weak dependency assumption of projective type: the difference between the expectation…

Probability · Mathematics 2023-06-29 Gilles Blanchard , Alexandra Carpentier , Oleksandr Zadorozhnyi

In this paper, we establish noncommutative Burkholder inequalities with asymmetric diagonals in symmetric operator spaces. Our proof mainly relies on a new complex interpolation result on asymmetric vector valued spaces and a duality…

Operator Algebras · Mathematics 2023-05-10 Lian Wu , Runlian Xia , Dejian Zhou

We establish weighted weak-type bounds for the Bergman projection with respect to Bekoll\'e-Bonami characteristics. We present two proofs of an improved quantitative weak-type $(1,1)$ estimate, as well as sharp weak-type $(p,p)$ bounds for…

Functional Analysis · Mathematics 2025-11-20 Jiale Chen , Zoe Nieraeth , Cody B. Stockdale , Nathan A. Wagner

We prove the weak $L^2$ boundedness of a lacunary maximal function of the $SU(1,1)$-valued nonlinear Fourier transform if the potential is in $L^1$.

Classical Analysis and ODEs · Mathematics 2025-07-24 Gevorg Mnatsakanyan

We improve the sharpness of some fractional Moser-Trudinger type inequalities, particularly those studied by Lam-Lu and Martinazzi. As an application, improving upon works of Adimurthi and Lakkis, we prove the existence of weak solutions to…

Analysis of PDEs · Mathematics 2015-10-23 Ali Hyder

We provide quantitative weighted weak type estimates for non-integral square functions in the critical case $p=2$ in terms of the $A_p$ and reverse H\"older constants associated to the weight. The method of proof uses a decoupling of the…

Classical Analysis and ODEs · Mathematics 2025-06-19 Dario Mena , Maria Carmen Reguera , Luz Roncal

In this paper we discuss existence and uniqueness for a one-dimensional time inhomogeneous stochastic differential equation directed by an $\mathbb{F}$-semimartingale $M$ and a finite cubic variation process $\xi$ which has the structure…

Probability · Mathematics 2007-05-23 Rosanna Coviello , Francesco Russo

This note contains two simple observations. First, by the weak factorization of product $H^1$ (Ferguson--Lacey, Lacey--Terwilleger), we obtain a multi-parameter analogue of Hardy's inequality. Second, as a dual statement, the Fourier…

Functional Analysis · Mathematics 2020-10-07 Eskil Rydhe

In this paper, we consider the stochastic %equations of incompressible non-Newtonian fluids driven by a cylindrical Wiener process $W$ with shear rate dependent on viscosity in a bounded Lipschitz domain $D\in \mathbb{R}^n$ during the time…

Analysis of PDEs · Mathematics 2017-01-06 Zhong Tan , Huaqiao Wang , Yucong Wang

The Maurey-Rosenthal theorem states that each bounded and linear operator T from a quasi normed space E into some L_p(\nu) which satisfies a certain vector-valued inequality even allows a weighted norm inequality. Continuing the work of…

Functional Analysis · Mathematics 2016-09-07 Andreas Defant

As a first step at developing a theory of noncommutative nonlinear elliptic partial differential equations, we analyze noncommutative analogues of Laplace's equation and its variants (some of the them nonlinear) over noncommutative tori.…

Operator Algebras · Mathematics 2011-03-10 Jonathan Rosenberg

We consider the weak-type inequality for Littlewood-Paley square functions on A_p weighted Lebesgue spaces. Of interest is the sharp in the A_p characteristic estimate. The case of 1<p<2 is subcritical, and the sharp power of 1/p is…

Classical Analysis and ODEs · Mathematics 2012-11-20 Michael T Lacey , James Scurry

We prove the upper-semi-continuity of the Morse index plus nullity of critical points to general conformally invariant Lagrangians in dimension 2 under weak convergence. Precisely we establish that the sum of the Morse indices and the…

Differential Geometry · Mathematics 2023-02-14 Francesca Da Lio , Matilde Gianocca , Tristan Rivière

We show the existence of weak solutions in the extended sense of the Cauchy problem for the cubic nonlinear Schr\"odinger equation in the modulation space $M_{p,q}^{s}(\mathbb R)$ where $1\leq q\leq2$, $2\leq p<\frac{10q'}{q'+6}$ and…

Analysis of PDEs · Mathematics 2019-12-16 Leonid Chaichenets , Dirk Hundertmark , Peer Kunstmann , Nikolaos Pattakos

We describe the Bellman function technique for proving sharp inequalities in harmonic analysis. To provide an example along with historical context, we present how it was originally used by Donald Burkholder to prove $L^p$ boundedness of…

Classical Analysis and ODEs · Mathematics 2018-05-29 Henry Riely

Consider the generalized absolute value function defined by \[ a(t) = \vert t \vert t^{n-1}, \qquad t \in \mathbb{R}, n \in \mathbb{N}_{\geq 1}. \] Further, consider the $n$-th order divided difference function $a^{[n]}: \mathbb{R}^{n+1}…

Functional Analysis · Mathematics 2020-10-21 Martijn Caspers , Fedor Sukochev , Dmitriy Zanin

We prove that the jump quasi-seminorm of order $\varrho= 2$ for a general Ornstein--Uhlenbeck semigroup $\left(\mathcal H_t\right)_{t>0}$ in $\mathbb R^n$ defines an operator of weak type $(1,1)$ with respect to the invariant measure. This…

Functional Analysis · Mathematics 2026-02-11 Valentina Casarino , Paolo Ciatti , Peter Sjögren