相关论文: BDG inequality for G-martingale

In this paper, we consider partial sums of triangular martingale differences weighted by random variables drawn uniformly on the sphere, and globally independent of the martingale differences. Starting from the so-called principle of…

We prove an estimate for weighted $p$-th moments of the pathwise $r$-variation of a martingale in terms of the $A_{p}$ characteristic of the weight. The novelty of the proof is that we avoid real interpolation techniques.

In this paper, we consider a nonlocal fractional boundary value problem with Prabhakar derivative and obtained a Hartman-Wintner type inequality for it.

This paper investigates the diffusion limit of a kinetic BGK-type equation, focusing on its relaxation to a nonlinear aggregation-diffusion equation, where the diffusion exhibits a porous-medium-type nonlinearity. Unlike previous studies by…

We prove some new results on reflected BSDEs and doubly reflected BSDEs driven by a multi-dimensional RCLL martingale. The goal is to develop a general multi-asset framework encompassing a wide spectrum of nonlinear financial models,…

We establish a general existence and uniqueness of integrable adapted solutions to scalar backward stochastic differential equations with integrable parameters, where the generator $g$ has an iterated-logarithmic uniform continuity in the…

We provide global gradient estimates for solutions to a general type of nonlinear parabolic equations, possibly in a Riemannian geometry setting. Our result is new in comparison with the existing ones in the literature, in light of the…

We establish an Azuma type inequality under a Lipshitz condition for martingales in the framework of noncommutative probability spaces and apply it to deduce a noncommutative Heoffding inequality as well as a noncommutative McDiarmid type…

We establish some nonlinear integral inequalities for functions defined on a time scale. The results extend some previous Gronwall and Bihari type inequalities on time scales. Some examples of time scales for which our results can be…

Using the rudiments of pde jets theory in a nonstandard setting, we first deepen and extend previous nonstandard existence results for generalized solutions of linear differential equations and second extend the previous results for linear…

We provide a version of the Stein-Weiss inequality for arbitrary martingales.

The paper develops the method for construction of families of particular solutions to some classes of nonlinear Partial Differential Equations (PDE). Method is based on the specific link between algebraic matrix equations and PDE.…

In this paper we provide existence and uniqueness results for the solution of BSDEs driven by a general square integrable martingale under partial information. We discuss some special cases where the solution to a BSDE under restricted…

In this paper we prove a special case of the Lehmer inequality for Drinfeld modules. Also, based on this inequality, we prove certain Mordell-Weil type of theorems for certain infinitely generated fields.

A threshold result was proved in this paper for semilinear parabolic system with pure power type nonlinearities

We prove a weak-type (1,1) inequality for square functions of non-commutative martingales that are simultaneously bounded in $L^2$ and $L^1$. More precisely, the following non-commutative analogue of a classical result of Burkholder holds:…

We consider a class of non-homogeneous Markov chains, that contains many natural examples. Next, using martingale methods, we establish some deviation and moment inequalities for separately Lipschitz functions of such a chain, under moment…

We study the properties of nonlinear Backward Stochastic Differential Equations (BSDEs) driven by a Brownian motion and a martingale measure associated with a default jump with intensity process $(\lambda_t)$. We give a priori estimates for…

We introduce a notion of nonlinear expectation --G--expectation-- generated by a nonlinear heat equation with infinitesimal generator G. We first discuss the notion of G-standard normal distribution. With this nonlinear distribution we can…

Companion results to the Bombieri generalisation of Bessel's inequality in inner product spaces are given.