相关论文: Jump inequalities via real interpolation

We prove endpoint results for sparse domination of translation invariant multiscale operators. The results are formulated in terms of dilation invariant classes of Fourier multipliers based on natural localized $M^{p\to q}$ norms which…

As a simplified model for subsurface flows elliptic equations may be utilized. Insufficient measurements or uncertainty in those are commonly modeled by a random coefficient, which then accounts for the uncertain permeability of a given…

The standard estimator for the two-point function of a homogeneous and isotropic random field is a special case of a larger class of least squares estimators that interpolate the function values. Using a different interpolation scheme,…

Following "Boundary Value Problems" by Gakhov, we present basic details of the Cauchy Type Integral and its Jump Decomposition. We also contextualize its place and importance in Geometric Function Theory, and efforts to define these…

We obtain the quite exact exponential bounds for tails of distributions of sums of Banach space valued random variables uniformly over the number of summands under natural for the Law of Iterated Logarithm (LIL) norming. We study especially…

We consider specification and inference for the stochastic scale of discretely-observed pure-jump semimartingales with locally stable L\'{e}vy densities in the setting where both the time span of the data set increases, and the mesh of the…

We establish an integration by parts formula in an abstract framework in order to study the regularity of the law for processes solution of stochastic differential equations with jumps, including equations with discontinuous coefficients…

We present moment inequalities for completely degenerate Banach space valued (generalized) U-statistics of arbitrary order. The estimates involve suprema of empirical processes which, in the real-valued case, can be replaced by simpler…

In this paper we consider the Brownian motion with jump boundary and present a new proof of a recent result of Li, Leung and Rakesh concerning the exact convergence rate in the one-dimensional case. Our methods are different and mainly…

We develop a numerical method for the martingale analogue of the Benamou--Brenier optimal transport problem, which seeks a martingale interpolating two prescribed marginals which is closest to the Brownian motion. Recent contributions have…

This paper establishes a converse comparison theorem for real-valued decoupled forward backward stochastic differential equations with jumps.

This work examines a class of switching jump diffusion processes. The main effort is devoted to proving the maximum principle and obtaining the Harnack inequalities. Compared with the diffusions and switching diffusions, the associated…

We prove a boundary Harnack inequality for jump-type Markov processes on metric measure state spaces, under comparability estimates of the jump kernel and Urysohn-type property of the domain of the generator of the process. The result holds…

The spectral gap is estimated for measure-valued diffusion processes induced by the intrinsic/extrinsic derivatives on the space of finite measures over a Riemannian manifold. This provides explicit exponential convergence rate for these…

The infimum of an integrated current is its extreme value against the direction of its average flow. Using martingale theory, we show that the infima of integrated edge currents in time-homogeneous Markov jump processes are geometrically…

We study stability estimates for the almost extremal functions associated with the $L^p$-bound for the real and imaginary parts of the Beurling-Ahlfors operator. The proof exploits probabilistic methods and rests on analogous results for…

In this article we study the estimation of bifurcation coefficients in nonlinear branching problems by means of Rayleigh-Ritz approximation to the eigenvectors of the corresponding linearized problem. It is essential that the approximations…

In this paper we consider two semimartingales driven by diffusions and jumps. We allow both for finite activity and for infinite activity jump components. Given discrete observations we disentangle the {\it integrated covariation} (the…

In this paper we present some new results on the existence of solutions of generalized variational inequalities in real reflexive Banach spaces with Fr\'echet differentiable norms. Moreover, we also give some theorems about the structure of…

We establish a recursive representation that fully decouples jumps from a large class of multivariate inhomogeneous stochastic differential equations with jumps of general time-state dependent unbounded intensity, not of L\'evy-driven type…