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FRACTIONAL INTEGRATION FOR IRREGULAR MARTINGALES. / Stolyarov, Dmitriy; Yarcev, Dmitry.

в: Tohoku Mathematical Journal, Том 74, № 2, 2022, стр. 253-261.

Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование

Harvard

Stolyarov, D & Yarcev, D 2022, 'FRACTIONAL INTEGRATION FOR IRREGULAR MARTINGALES', Tohoku Mathematical Journal, Том. 74, № 2, стр. 253-261. https://doi.org/10.2748/tmj.20210104

APA

Stolyarov, D., & Yarcev, D. (2022). FRACTIONAL INTEGRATION FOR IRREGULAR MARTINGALES. Tohoku Mathematical Journal, 74(2), 253-261. https://doi.org/10.2748/tmj.20210104

Vancouver

Stolyarov D, Yarcev D. FRACTIONAL INTEGRATION FOR IRREGULAR MARTINGALES. Tohoku Mathematical Journal. 2022;74(2):253-261. https://doi.org/10.2748/tmj.20210104

Author

Stolyarov, Dmitriy ; Yarcev, Dmitry. / FRACTIONAL INTEGRATION FOR IRREGULAR MARTINGALES. в: Tohoku Mathematical Journal. 2022 ; Том 74, № 2. стр. 253-261.

BibTeX

@article{636e6452dbf14e8e974b2c30192e3184,
title = "FRACTIONAL INTEGRATION FOR IRREGULAR MARTINGALES",
abstract = "We suggest two versions of the Hardy-Littlewood-Sobolev inequality for discrete time martingales. In one version, the fractional integration operator is a martingale transform, however, it may vanish if the filtration is excessively irregular; the second version lacks the martingale property while being analytically meaningful for an arbitrary filtration.",
keywords = "Fractional integration, martingales",
author = "Dmitriy Stolyarov and Dmitry Yarcev",
note = "Publisher Copyright: {\textcopyright} 2022 Tohoku University, Mathematical Institute. All rights reserved.",
year = "2022",
doi = "10.2748/tmj.20210104",
language = "English",
volume = "74",
pages = "253--261",
journal = "Tohoku Mathematical Journal",
issn = "0040-8735",
publisher = "Tohoku University, Mathematical Institute",
number = "2",

}

RIS

TY - JOUR

T1 - FRACTIONAL INTEGRATION FOR IRREGULAR MARTINGALES

AU - Stolyarov, Dmitriy

AU - Yarcev, Dmitry

N1 - Publisher Copyright: © 2022 Tohoku University, Mathematical Institute. All rights reserved.

PY - 2022

Y1 - 2022

N2 - We suggest two versions of the Hardy-Littlewood-Sobolev inequality for discrete time martingales. In one version, the fractional integration operator is a martingale transform, however, it may vanish if the filtration is excessively irregular; the second version lacks the martingale property while being analytically meaningful for an arbitrary filtration.

AB - We suggest two versions of the Hardy-Littlewood-Sobolev inequality for discrete time martingales. In one version, the fractional integration operator is a martingale transform, however, it may vanish if the filtration is excessively irregular; the second version lacks the martingale property while being analytically meaningful for an arbitrary filtration.

KW - Fractional integration

KW - martingales

UR - http://www.scopus.com/inward/record.url?scp=85135143642&partnerID=8YFLogxK

U2 - 10.2748/tmj.20210104

DO - 10.2748/tmj.20210104

M3 - Article

AN - SCOPUS:85135143642

VL - 74

SP - 253

EP - 261

JO - Tohoku Mathematical Journal

JF - Tohoku Mathematical Journal

SN - 0040-8735

IS - 2

ER -

ID: 85248921