相关论文: Applications of pathwise Burkholder-Davis-Gundy in…

Backward stochastic differential equations (BSDEs) in the sense of Pardoux-Peng [Backward stochastic differential equations and quasilinear parabolic partial differential equations, Lecture Notes in Control and Inform. Sci., 176, 200--217,…

The BMO martingale theory is extensively used to study nonlinear multi-dimensional stochastic equations (SEs) in $\cR^p$ ($p\in [1, \infty)$) and backward stochastic differential equations (BSDEs) in $\cR^p\times \cH^p$ ($p\in (1, \infty)$)…

Shafer and Vovk introduce in their book \cite{ShaferVovk:2018} the notion of \emph{instant enforcement} and \emph{instantly blockable} properties. However, they do not associate these notions with any outer measure, unlike what Vovk did in…

We report recent advances on noncommutative martingale inequalities associated with convex functions. These include noncommutative Burkholder-Gundy inequalities associated with convex functions due to the present authors and Dirksen and…

Segregated direct boundary-domain integral equations (BDIEs) based on a parametrix and associated with the Dirichlet and Neumann boundary value problems for the linear stationary diffusion partial differential equation with a variable…

This work shows how exponential concentration inequalities for additive functionals of stochastic processes over a finite time interval can be derived from concentration inequalities for martingales. The approach is entirely probabilistic…

We derive inequalities for time-discrete and time-continuous martingales that are similar to the well-known Burkholder inequalities. For the time-discrete case arbitrary martingales in $L^p(\Omega)$ are treated, whereas in the…

We study a class of backward doubly stochastic differential equations (BDSDEs) involving martingales with spatial parameters, and show that they provide probabilistic interpretations (Feynman-Kac formulae) for certain semilinear stochastic…

This paper extends classical probabilistic results to the broader class of demimartingales and demisubmartingales. We establish variants of Doob's-type optional sampling theorem under minimal structural conditions on stopping times, relying…

In this paper, we establish several new versions of Bohr-type inequalities for bounded analytic functions in the unit disk by allowing $\varphi=\{\varphi_n(r)\}^{\infty}_{n=0}$ in place of the $\{r^n\}^{\infty}_{n=0}$ in the power series…

We study the Hardy identities and inequalities on Cartan-Hadamard manifolds using the notion of a Bessel pair. These Hardy identities offer significantly more information on the existence/nonexistence of the extremal functions of the Hardy…

We prove general nonlinear large deviation estimates similar to Chatterjee-Dembo's original bounds except that we do not require any second order smoothness. Our approach relies on convex analysis arguments and is valid for a broad class of…

We look for topological BPS solutions of an Abelian-Maxwell-Higgs theory endowed by non-standard kinetic terms to both gauge and scalar fields. Here, the non-usual dynamics are controlled by two positive functions, G(|{\phi}|) and…

We survey some of our recent results on existence, uniqueness and regularity of function solutions to parabolic and transport type partial differential equations driven by non-differentiable noises. When applied pathwise to random…

In this preprint we consider generalizations of discrete and integral Cauchy--Bunyakovskii inequalities by the method of mean values with some applications. Mostly the material is compiled as a short survey but some results are proved. Main…

We generalize a famous tail Doob's inequality, relative two non-negative random variables, arising in the martingale theory, in two directions: on the more general source data and on the random variables belonging to the so-called Grand…

The wardian solution of any $\psi$-difference linear nonhomogeneous equation is found in the framework of the generalized finite operator calculus . Specifications to $q$-calculus case and the new one fibonomial calculus case are made…

We extend some sharp inequalities for martingale-differences to general multiplicative systems of random variables. The key ingredient in the proofs is a technique reducing the general case to the case of Rademacher random variables without…

We introduce a Bernstein-type inequality which serves to uniformly control quadratic forms of gaussian variables. The latter can for example be used to derive sharp model selection criteria for linear estimation in linear regression and…

Partial dynamical symmetry (PDS) is shown to be relevant for describing the odd-even staggering in the $\gamma$-band of $^{156}$Gd while retaining solvability and good SU(3) symmetry for the ground and $\beta$ bands. Several classes of…