相关论文: Bellman function method for general operators on m…
It is shown that the Bellman function method can be applied to study the $L^p$-norms of general operators on martingales, i.e., of operators that are not necessarily martingale transforms. Informally, we provide a single Bellman-type…
Evaluation of the Bellman functions is a difficult task. The exact Bellman functions of the dyadic Carleson Embedding Theorem 1.1 and the dyadic maximal operators are obtained in [3] and [4]. Actually, the same Bellman functions also work…
We present an elementary treatment of the Optional Decomposition Theorem for continuous semimartingales and general filtrations. This treatment does not assume the existence of equivalent local martingale measure(s), only that of strictly…
We give an exact formula for the Bellman function of the weak type of martingale transform. We also give the extremal functions (actually extremal sequences of functions). We find them using the precise form of the Bellman function. The…
The Fock transform recently introduced by the authors in a previous paper is applied to investigate convergence of generalized functional sequences of a discrete-time normal martingale $M$. A necessary and sufficient condition in terms of…
Martingales constitute a basic tool in stochastic analysis; this paper considers their application to counting processes. We use this tool to revisit a renewal theorem and its extensions for various counting processes. We first consider a…
Given a reference filtration $\mathbb{F}$, we develop in this work a generic method for computing the semimartingale decomposition of $\mathbb{F}$-martingales in some specific enlargements of $\mathbb{F}$. This method is then applied to the…
We study the properties of different type of transforms by means of operational methods and discuss the relevant interplay with many families of special functions. We consider in particular the binomial transform and its generalizations. A…
An operatorial method, already employed to formulate a generalization of the Ramanujan master theorem, is applied to the evaluation of integrals of various type. This technique provide a very flexible and powerful tool yielding new results…
We provide sharp estimates for the distribution function of a martingale transform of the indicator function of an event. They are formulated in terms of Burkholder functions, which are reduced to the already known Bellman functions for…
We establish a new generalized Taylor's formula for power fractional derivatives with nonsingular and nonlocal kernels, which includes many known Taylor's formulas in the literature. Moreover, as a consequence, we obtain a general version…
Given two martingales on the filtration generated by two dimensional Brownian motion, we want to estimate the $L^p$ norm of the subordinated one if we have some extra orthogonality property available. We construct several new Bellman…
We give an explicit formula for one possible Bellman function associated with the $L^p$ boundedness of dyadic paraproducts regarded as bilinear operators or trilinear forms. Then we apply the same Bellman function in various other settings,…
What should a function that extrapolates beyond known input/output examples look like? This is a tricky question to answer in general, as any function matching the outputs on those examples can in principle be a correct extrapolant. We…
In this note we prove a general version of the Extrapolation Theorem, extending the classical linear extrapolation theorem due to B. Maurey. Our result shows, in particular, that the operators involved do not need to be linear.
A Vitali-type theorem for vector lattice-valued modulars with respect to filter convergence is proved. Some applications are given to modular convergence theorems for moment operatorsin the vector lattice setting, and also for the Brownian…
The formal term-by-term differentiation with respect to parameters is demonstrated to be legitimate for the Mittag-Leffler type functions. The justification of differentiation formulas is made by using the concept of the uniform…
We introduce generalized filtration with which we can represent situations such as some agents forget information at some specific time. The filtration is defined as a functor to a category Prob whose objects are all probability spaces and…
We prove L^p estimates for a class of two-dimensional multilinear forms that naturally generalize (dyadic variants of) both classical paraproducts and the twisted paraproduct introduced in [5] and studied in [1] and [6]. The method we use…
Inspired by a conjecture of Vladimir Maz'ya on $\Phi$-inequalities in the spirit of Bourgain and Brezis, we establish some $\Phi$-inequalities for fractional martingale transforms. These inequalities may be thought of as martingale models…