One modification of the martingale transform and its applications to paraproducts and stochastic integrals

DOI10.1016/j.jmaa.2015.02.015zbMath1329.60111arXiv1307.6403OpenAlexW2026921886MaRDI QIDQ2264012

K. A. Škreb, Vjekoslav Kovač

Publication date: 19 March 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.6403

zbMATH Keywords

paraproductspace of homogeneous typestochastic integralsBellman functionmartingale transformItō construction

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Related Items (7)

Trilinear smoothing inequalities and a variant of the triangular Hilbert transform ⋮ Density theorems for anisotropic point configurations ⋮ Norm variation of ergodic averages with respect to two commuting transformations ⋮ Convergence of ergodic-martingale paraproducts ⋮ Bellman functions and $L^p$ estimates for paraproducts ⋮ T(1) theorem for dyadic singular integral forms associated with hypergraphs ⋮ Singular Brascamp–Lieb: A Survey

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