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We present a new approach to noncommutative stochastic calculus that is, like the classical theory, based primarily on the martingale property. Using this approach, we introduce a general theory of stochastic integration and quadratic…

Operator Algebras · Mathematics 2025-10-28 David A. Jekel , Todd A. Kemp , Evangelos A. Nikitopoulos

Studying Birkhoff sums of non-integrable functions involves the challenge of large observations depending on the sampled orbit, which prevents pointwise limit theorems. To address this issue, the largest observations are removed, this…

Dynamical Systems · Mathematics 2025-03-31 Max Auer , Tanja I. Schindler

We extend an inequality of Merryfield, valid in the continuous setting, to discrete multiparameter martingales. As a consequence, we obtain the $L^p$ comparison of the maximal function with the square function: \begin{align*} E[(Sf)^p]…

Probability · Mathematics 2025-06-04 Guillermo Rey

For the nonlocal quasilinear fractional $p$-Laplace operator $(-\Delta)^s_p$ with $s\in (0,1)$ and $p\in(1,\infty)$, we investigate the nonexistence and existence of nontrivial nonnegative solutions $u$ in the local fractional Sobolev space…

Analysis of PDEs · Mathematics 2025-08-12 Liguang Liu

Let $T$ be a multilinear operator which is bounded on certain products of unweighted Lebesgue spaces of $\mathbb R^n$. We assume that the associated kernel of $T$ satisfies some mild regularity condition which is weaker than the usual…

Classical Analysis and ODEs · Mathematics 2012-04-17 The Anh Bui , Xuan Thinh Duong

We prove weighted estimates for singular integral operators which operate on function spaces on a half-line. The class of admissible weights includes Muckenhoupt weights and weights satisfying Sawyer's one-sided conditions. The kernels of…

Classical Analysis and ODEs · Mathematics 2014-10-15 Ralph Chill , Sebastian Krol

We consider a non-commutative polynomial in several independent $N$-dimensional random unitary matrices, uniformly distributed over the unitary, orthogonal or symmetric groups, and assume that the coefficients are $n$-dimensional matrices.…

Probability · Mathematics 2024-01-11 Charles Bordenave , Benoit Collins

In this paper, we study the John-Nirenberg inequality for BMO and the atomic decomposition for H1 of noncommutative martingales. We first establish a crude version of the column (resp. row) John-Nirenberg inequality for all 0 < p < \infty.…

Functional Analysis · Mathematics 2014-11-06 Guixiang Hong , Tao Mei

Let $L$ be the infinitesimal generator of an analytic semigroup on $L^2(R^n)$ with Gaussican kernel bounds, and let $L^{-\alpha/2}$ be the fractional integrals of $L$ for $0<\alpha<n.$ For any locally integrable function $b$, The…

Functional Analysis · Mathematics 2012-03-23 Zengyan Si

The paper gives a Banach space -valued extension of the Tb theorem of Nazarov, Treil and Volberg (2003) concerning the boundedness of singular integral operators with respect to a measure, which only satisfies an upper control on the size…

Functional Analysis · Mathematics 2009-12-17 Tuomas Hytönen

In the spirit of Grothendieck's famous inequality from the theory of Banach spaces, we study a sequence of inequalities for the noncommutative Schwartz space, a Fr\'echet algebra of smooth operators. These hold in non-optimal form by a…

Functional Analysis · Mathematics 2018-08-22 Rupert H. Levene , Krzysztof Piszczek

We discuss $(H_p,L_p)$ and $(H_p,\text{weak}-L_p)$ type inequalities of weighted maximal operators of $T$ means with respect to the Vilenkin systems with monotone coefficients, considered in \cite{tut4} and prove that these results are the…

Classical Analysis and ODEs · Mathematics 2022-07-13 Davit Baramidze

Using Bellman function approach, we present new proofs of weighted $L^2$ inequalities for square functions, with the optimal dependence on the $A_2$ characteristics of the weight and further explicit constants. We study the estimates both…

Classical Analysis and ODEs · Mathematics 2016-03-25 Rodrigo Banuelos , Adam Osekowski

Let $f$ be a martingale with values in a uniformly $p$-smooth Banach space and $w$ any positive weight. We show that $\mathbb{E} (f^* \cdot w) \lesssim \mathbb{E}(S_p f \cdot w^*)$, where $\cdot^*$ is the martingale maximal operator and…

Probability · Mathematics 2021-08-02 Pavel Zorin-Kranich

We prove weighted $L_{p,q}$-estimates for divergence type higher order elliptic and parabolic systems with irregular coefficients on Reifenberg flat domains. In particular, in the parabolic case the coefficients do not have any regularity…

Analysis of PDEs · Mathematics 2019-03-11 Jongkeun Choi , Doyoon Kim

In this work we obtain boundedness on weighted variable Lebesgue spaces of some maximal functions that come from the localized analysis considering a critical radius function. This analysis appears naturally in the context of the…

Classical Analysis and ODEs · Mathematics 2022-05-03 Adrián Cabral

This is the final part of a series of papers where we study perturbations of divergence form second order elliptic operators $-\operatorname{div} A \nabla$ by first and zero order terms, whose complex coefficients lie in critical spaces,…

Analysis of PDEs · Mathematics 2023-02-07 Simon Bortz , Steve Hofmann , José Luis Luna Garcia , Svitlana Mayboroda , Bruno Poggi

We investigate optimality conditions for optimization problems constrained by a class of variational inequalities of the second kind. Based on a nonsmooth primal-dual reformulation of the governing inequality, the differentiability of the…

Optimization and Control · Mathematics 2014-07-08 Juan-Carlos De Los Reyes , Christian Meyer

In the context of variable exponent Lebesgue spaces equipped with a lower Ahlfors measure we obtain weighted norm inequalities over bounded domains for the centered fractional maximal function and the fractional integral operator.

Analysis of PDEs · Mathematics 2009-07-31 Osvaldo Gorosito , Gladis Pradolini , Oscar Salinas

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
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