相关论文: Non-commutative martingale inequalities

We continue our development of a new basis for the algebra of non-commutative symmetric functions. This basis is analogous to the Schur basis for the algebra of symmetric functions, and it shares many of its wonderful properties. For…

In 2008, Blecher and Labuschagne extended Beurling's classical theorem to $H^\infty$-invariant subspaces of $L^p(\mathcal{M},\tau)$ for a finite von Neumann algebra $\mathcal{M}$ with a finite, faithful, normal tracial state $\tau$ when…

In this work, Bernstein's concentration inequalities for squared integrable matrix-valued discrete-time martingales are obtained. Based on Lieb's theory and Bernstein's condition, a suitable supermartingale can be constructed. Our proof is…

The purpose of this survey paper is to bring to a large mathematical audience (containing also non-algebraists) some topics of invariant theory both in the classical commutative and the recent noncommutative case. We have included only…

In this manuscript, we examine the continuity properties of the Riemann-Liouville fractional integral for order $\alpha = 1/p$, where $p > 1$, mapping from $L^p(t_0, t_1; X)$ to the Banach space $BMO(t_0, t_1; X)\cap K_{(p-1)/p}(t_0, t_1;…

An $L_{p}$-theory of divergence and non-divergence form elliptic and parabolic equations is presented. The main coefficients are supposed to belong to the class $VMO_{x}$, which, in particular, contains all functions independent of $x$.…

We introduce a framework for studying pathwise time regularity and numerical approximation of $L^0$-valued stochastic evolution equations. At the core of our framework are two Burkholder--Davis--Gundy type inequalities accommodating It\^o…

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 prove the boundedness on $L^p$, $1<p<\infty$, of operators on manifolds which arise by taking conditional expectation of transformations of stochastic integrals. These operators include various classical operators such as second order…

Based on an extension of the martingale comparison method some comparison results for path-dependent functions of semimartingales are established. The proof makes essential use of the functional It\^o calculus. A main tool is an extension…

We define a new algebra of noncommutative differential forms for any Hopf algebra with an invertible antipode. We prove that there is a one to one correspondence between anti-Yetter-Drinfeld modules, which serve as coefficients for the Hopf…

This paper originates from a naive attempt to establish various non-commutative Fourier theoretic inequalities for an inclusion of simple C*-algebras equipped with a conditional expectation of index-finite type. In this setting, we discuss…

In this paper we prove a noncommutative version of Hardy-Littlewood inequalities relating a function and its Fourier coefficients on the group $SU(2)$. As a consequence, we use it to obtain lower bounds for the $L^p-L^q$ norms of Fourier…

Let $1<p<\infty$. We show the boundedness of operator-valued commutators $[\pi_a,M_b]$ on the noncommutative $L_p(L_\infty(\mathbb{R})\otimes \mathcal{M})$ for any von Neumann algebra $\mathcal{M}$, where $\pi_a$ is the $d$-adic martingale…

In this paper we investigate asymmetric forms of Doob maximal inequality. The asymmetry is imposed by noncommutativity. Let $(\M,\tau)$ be a noncommutative probability space equipped with a weak-$*$ dense filtration of von Neumann…

We consider functions L_p-integrable with Jacobi weights on [-1,1] and prove Hardy--Littlewood type inequalities for fractional integrals. As applications, we obtain the sharp (L_p, L_q) Ulyanov-type inequalities for the Ditzian--Totik…

We present a new fractional Taylor formula for singular functions whose Caputo fractional derivatives are of bounded variation. It bridges and ``interpolates" the usual Taylor formulas with two consecutive integer orders. This enables us to…

Motivated by a discrete inequality problem proposed by Duanyang Zhang as Problem 6 of the 2022 Spring NSMO, we prove a median version of Hardy's inequality. For a nonnegative function $f\in L^p(0,\infty)$, $p>1$, let $A(t)$ be the average…

We consider the series expansion of the $L^p$-Hardy inequality of \cite{BFT2}, in the particular case where the distance is taken from an interior point of a bounded domain in $\mathbb{R}^n$ and $1<p\neq n$. For $p<n$ we improve it by…

The paper considers the martingale theory in the $G$-framework. A form of Doob's optional sampling is established, which allows to prove the exact analogue of the classical maximal inequality. The obtained results are used to improve the…