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For a Gaussian process $X$ and smooth function $f$, we consider a Stratonovich integral of $f(X)$, defined as the weak limit, if it exists, of a sequence of Riemann sums. We give covariance conditions on $X$ such that the sequence converges…

Probability · Mathematics 2012-08-10 Daniel Harnett , David Nualart

In this article, we establish Hoeffding's inequality for bounded Lipschitz functions of a class of not necessarily irreducible Markov models. The result complements the existing literature on this topic where Hoeffding's inequality for…

Probability · Mathematics 2021-11-30 Nikola Sandric , Stjepan Sebek

We study the $\varrho$-th order variation seminorm of a general Ornstein--Uhlenbeck semigroup $\left(\mathcal H_t\right)_{t>0}$ in $\mathbb R^n$, taken with respect to $t$. We prove that this seminorm defines an operator of weak type…

Functional Analysis · Mathematics 2025-02-04 Valentina Casarino , Paolo Ciatti , Peter Sjögren

We prove a parabolic analogue of Wolff's inequality adapted to the intrinsic scaling $\delta_c(x,t)=(cx,c^2t)$ and formulated in terms of time-backward parabolic dyadic rectangles. As a consequence, we obtain equivalent characterizations of…

Analysis of PDEs · Mathematics 2026-03-04 Marcelo F. de Almeida , Edilson P. dos Santos Filho

We consider a class of nearest-neighbor weakly asymmetric mass conservative particle systems evolving on $\mathbb{Z}$, which includes zero-range and types of exclusion processes, starting from a perturbation of a stationary state. When the…

Probability · Mathematics 2016-08-14 Patrícia Gonçalves , Milton Jara , Sunder Sethuraman

We consider nonlinear Kolmogorov-Fokker-Planck type equations of the form \begin{equation}\label{abeqn} (\partial_t+X\cdot\nabla_Y)u=\nabla_X\cdot(A(\nabla_X u,X,Y,t)). \end{equation} The function…

Analysis of PDEs · Mathematics 2022-06-17 Prashanta Garain , Kaj Nyström

We consider a Neumann problem for strictly convex variational functionals of linear growth. We establish the existence of minimisers among $\operatorname{W}^{1,1}$-functions provided that the domain under consideration is simply connected.…

Analysis of PDEs · Mathematics 2019-04-15 Lisa Beck , Miroslav Bulíček , Franz Gmeineder

We prove some results on weakly almost square Banach spaces and their relatives. On the one hand, we discuss weak almost squareness in the setting of Banach function spaces. More precisely, let $(\Omega,\Sigma)$ be a measurable space, let…

Functional Analysis · Mathematics 2023-01-20 José Rodríguez , Abraham Rueda Zoca

We characterize weakly harmonic maps with respect to non-local Dirichlet forms by Markov processes and martingales. In particular, we can obtain discontinuous martingales on Riemannian manifolds from the image of symmetric stable processes…

Probability · Mathematics 2024-03-19 Fumiya Okazaki

Let E be a separable (or the dual of a separable) symmetric function space, let M be a semifinite von Neumann algebra and let E(M) be the associated noncommutative function space. Let $(\epsilon_k)_k$ be a Rademacher sequence, on some…

Operator Algebras · Mathematics 2008-04-01 Christian Le Merdy , Fedor Sukochev

Some Tur\'an type inequalities for Struve functions of the first kind are deduced by using various methods developed in the case of Bessel functions of the first and second kind. New formulas, like Mittag-Leffler expansion, infinite product…

Classical Analysis and ODEs · Mathematics 2017-07-14 Árpád Baricz , Saminathan Ponnusamy , Sanjeev Singh

This work is devoted to the study of a Liouville comparison principle for entire weak solutions of quasilinear differential inequalities of the form $A(u) + |u|^{q-1}u \leq A(v) + |v|^{q-1}v$ on ${\Bbb R}^n$, where $n\geq 1$, $q$ is…

Analysis of PDEs · Mathematics 2011-05-12 Vasilii V. Kurta

In [18] we have shown that, for $p_{1},p_{2}\in(2,\infty]$, the constants of Bennett's inequality on unimodular bilinear forms on $\ell_{p_{1}}^{n_{1} }\times\ell_{p_{2}}^{n_{2}}$ are asymptotically bounded by $1$. In the present paper we…

Functional Analysis · Mathematics 2021-08-03 Daniel Pellegrino , Anselmo Raposo

We prove necessary and sufficient conditions for the weak-$L^p$ boundedness, for $p \in (1,\infty)$, of a maximal operator on the infinite-dimensional torus. In the endpoint case $p=1$ we obtain the same weak-type inequality enjoyed by the…

Classical Analysis and ODEs · Mathematics 2023-03-07 Dariusz Kosz , Guillermo Rey , Luz Roncal

We study the weak universality of the two-dimensional fractional nonlinear wave equation. For a sequence of Hamiltonians of high-degree potentials scaling to the fractional $\Phi_2^4$, we first establish a \emph{sufficient and almost…

Analysis of PDEs · Mathematics 2022-06-14 Chenmin Sun , Nikolay Tzvetkov , Weijun Xu

Let $0<p\leq 1$, and let $\omega:\mathbb N^2 \to [1,\infty)$ be an almost monotone weight. Let $\mathbb H$ be the closed right half plane in the complex plane. Let $\widetilde a$ be a complex valued function on $\mathbb H^2$ such that…

Functional Analysis · Mathematics 2024-07-30 Prakash A. Dabhi

We provide a systematic approach for deducing statistical limit laws via martingale-coboundary decomposition, for nonuniformly hyperbolic systems with slowly contracting and expanding directions. In particular, if the associated return time…

Dynamical Systems · Mathematics 2016-03-11 Ian Melbourne , Paulo Varandas

Let $S_{\alpha}$ be the multilinear square function defined on the cone with aperture $\alpha \geq 1$. In this paper, we investigate several kinds of weighted norm inequalities for $S_{\alpha}$. We first obtain a sharp weighted estimate in…

Functional Analysis · Mathematics 2020-10-26 Mingming Cao , Mahdi Hormozi , Gonzalo Ibañez-Firnkorn , Israel P. Rivera-Ríos , Zengyan Si , Kôzô Yabuta

We continue the study of local $Tb$ theorems for square functions defined in the upper half-space $(\mathbb{R}^{n+1}_+, \mu \times dt/t)$. Here $\mu$ is allowed to be a non-homogeneous measure in $\mathbb{R}^n$. In this paper we prove a…

Classical Analysis and ODEs · Mathematics 2016-04-18 Henri Martikainen , Mihalis Mourgoglou

In this paper, we introduce Hardy spaces with variable exponents defined on a probability space and develop the martingale theory of variable Hardy spaces. We prove the weak type and strong type inequalities on Doob's maximal operator and…

Classical Analysis and ODEs · Mathematics 2017-02-22 Yong Jiao , Dejian Zhou , Zhiwei Hao , Wei Chen