相关论文: Non-commutative martingale inequalities
In this paper, we prove a Pr\'ekopa-Leindler type inequality of the $L_p$ Brunn-Minkowski inequality. It extends an inequality proved by Das Gupta [8] and Klartag [16], and thus recovers the Pr\'ekopa-Leindler inequality. In addition, we…
We study $L^p(\mu)$ estimates for the commutator $[H,b]$, where the operator $H$ is a dyadic model of the classical Hilbert transform introduced in \cite{arXiv:2012.10201,arXiv:2212.00090} and is adapted to a non-doubling Borel measure…
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]…
Noncommutative Ward's conjecture is a noncommutative version of the original Ward's conjecture which says that almost all integrable equations can be obtained from anti-self-dual Yang-Mills equations by reduction. In this paper, we prove…
Using the theory of stochastic integration developed recently by the authors, in this paper we prove an It\^{o} formula for Hilbert space-valued It\^{o} processes defined with respect to a cylindrical-martingale valued measure. As part of…
In this paper, through the introduction of partial multiple weights, we firstly study the related Rubio de Francia extrapolation theorem within the framework of partial Muckenhoupt classes and further obtain the corresponding extrapolation…
The goal of this note is to give, at least for a restricted range of indices, a short proof of homogeneous commutator estimates for fractional derivatives of a product, using classical tools. Both $L^{p}$ and weighted $L^{p}$ estimates can…
We establish a noncommutative Blackwell--Ross inequality for supermartingales under a suitable condition which generalize Khan's works to the noncommutative setting. We then employ it to deduce an Azuma-type inequality.
Let $(x_k)_{k=1}^n$ be positive elements in the noncommutative Lebesgue space $L_p(\mathcal{M})$, and let $(\mathcal{E}_k)_{k=1}^n$ be a sequence of conditional expectations with respect to an increasing subalgebras…
We present several applications of the pathwise Burkholder-Davis-Gundy (BDG) inequalities. Most importantly we prove them for cadlag semimartingales and a general function $\Phi$, and use this to derive BDG inequalities (non-pathwise ones)…
Properties of a maximal function for vector-valued martingales were studied by the author in an earlier paper. Restricting here to the dyadic setting, we prove the equivalence between (weighted) L^p inequalities and weak type estimates, and…
We show that bilinear variational estimates of Do, Muscalu, and Thiele (arXiv:1009.5187) remain valid for a pair of general martingales with respect to the same filtration. Our result can also be viewed as an off-diagonal generalization of…
We construct classes of von Neumann algebra modules by considering ``column sums" of noncommutative L^p spaces. Our abstract characterization is based on an L^{p/2}-valued inner product, thereby generalizing Hilbert C*-modules and…
The quantum Ito formula has so far been proved for regular (bounded) quantum semimartingales We give three different extensions to classes of essentially self-adjoint (unbounded) quantum semimartingales. The first extension is to quantum…
We prove that a large class of operators, which arise as the projections of martingale transforms of stochastic integrals with respect to Brownian motion, as well as other closely related operators, are in fact Calder\'on--Zygmund…
In this paper we discuss cylindrical extensions of improved Hardy, Sobolev type and Caffarelli-Kohn-Nirenberg type inequalities with sharp constants and identities in the spirit of Badiale-Tarantello [2]. All identities are obtained in the…
The optimal sufficient conditions for the $L^p$-to-$L^q$ compactness of commutators of singular integral operators of both Calder\'on-Zygmund and of rough type are shown in the different exponent ranges $``q>p"$, $``q=p"$ and $``q<p"$ to…
We find a minimal notion of non-degeneracy for bilinear singular integral operators $T$ and identify testing conditions on the multiplying function $b$ that characterize the $L^p\times L^q\to L^r,$ $1<p,q<\infty$ and $r>\frac{1}{2},$…
In the paper we study sharp maximal inequalities for martingales and non-negative submartingales: if $f$, $g$ are martingales satisfying \[|\mathrm{d}g_n|\leq|\mathrm{d}f_n|,\qquad n=0,1,2,...,\] almost surely, then…
In this paper, we introduce Hardy spaces with variable exponents defined on a probability space and develop the martingale theory of variable Hardy spaces. We prove the weak type and strong type inequalities on Doob's maximal operator and…