One modification of the martingale transform and its applications to paraproducts and stochastic integrals
From MaRDI portal
Publication:2264012
DOI10.1016/J.JMAA.2015.02.015zbMATH Open1329.60111arXiv1307.6403OpenAlexW2026921886MaRDI QIDQ2264012FDOQ2264012
Authors: Vjekoslav Kovač, K. A. Škreb 
Publication date: 19 March 2015
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Abstract: In this paper we introduce a variant of Burkholder's martingale transform associated with two martingales with respect to different filtrations. Even though the classical martingale techniques cannot be applied, we show that the discussed transformation still satisfies some expected estimates. Then we apply the obtained inequalities to general-dilation twisted paraproducts, particular instances of which have already appeared in the literature. As another application we construct stochastic integrals associated with certain continuous-time martingales and . The process is shown to be a "good integrator", although it is not necessarily a semimartingale, or even adapted to any convenient filtration.
Full work available at URL: https://arxiv.org/abs/1307.6403
Recommendations
stochastic integralsparaproductBellman functionmartingale transformspace of homogeneous typeItō construction
Cites Work
- Maximal and singular integral operators via Fourier transform estimates
- Problems in harmonic analysis related to curvature
- A T(b) theorem with remarks on analytic capacity and the Cauchy integral
- \(L^p\) estimates on the bilinear Hilbert transform for \(2<p<\infty\)
- On Calderón's conjecture
- Martingales and singular integrals in Banach spaces
- Bellman function technique for multilinear estimates and an application to generalized paraproducts
- Title not available (Why is that?)
- Stochastic integration and \(L^ p-\)theory of semimartingales
- Stochastic integral
- Strong variational and jump inequalities in harmonic analysis
- Martingale Transforms
- Sharp inequalities for martingales with applications to the Beurling-Ahlfors and Riesz transforms
- A sharp and strict \(L^ p\)-inequality for stochastic integrals
- The foundational inequalities of D. L. Burkholder and some of their ramifications
- Title not available (Why is that?)
- Title not available (Why is that?)
- On the two-dimensional bilinear Hilbert transform
- Fiber-wise Calderón-Zygmund decomposition and application to a bi-dimensional paraproduct
- Boundedness of the twisted paraproduct
- A T(1) theorem for entangled multilinear dyadic Calderón-Zygmund operators
- Un survol de la théorie de l'intégrale stochastique
- Stochastic integrators
- Time-frequency analysis in the discrete phase plane
- Sobolev norm estimates for a class of bilinear multipliers
Cited In (11)
- Trilinear smoothing inequalities and a variant of the triangular Hilbert transform
- T(1) theorem for dyadic singular integral forms associated with hypergraphs
- Rough semimartingales and \(p\)-variation estimates for martingale transforms
- On singular integral and martingale transforms
- Density theorems for anisotropic point configurations
- Convergence of ergodic-martingale paraproducts
- Variational estimates for martingale paraproducts
- Norm variation of ergodic averages with respect to two commuting transformations
- Bellman functions and $L^p$ estimates for paraproducts
- Paraproducts and Commutators of Martingale Transforms
- Singular Brascamp-Lieb: a survey
This page was built for publication: One modification of the martingale transform and its applications to paraproducts and stochastic integrals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2264012)
