Logarithmic Growth for Matrix Martingale TransformA

نویسندگان

  • A. Gillespie
  • F. Nazarov
  • S. Pott
  • S. Treil
  • A. Volberg
چکیده

We are going to give the example of the operator weight W satisfying operator Hunt-Muckenhoupt-Wheeden A 2 condition but which provides the unbounded martingale transform on L 2 (W). The construction relates weighted boundedness with the boundedness of \dyadic vector Hankel operators".

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

On Weak and Strong Sharp Weighted Estimates of Square Function

We reduce here end-point estimates for one singular operator (namely for dyadic square function) to Monge–Ampère equations with drift. The spaces are weighted spaces, and therefore the domain, where we solve our PDE is non-convex. If we are in the end-point situation our goal is either to find a logarithmic blow-up of the norm estimate from below, or to prove that there is upper estimate of the...

متن کامل

CAS WAVELET METHOD FOR THE NUMERICAL SOLUTION OF BOUNDARY INTEGRAL EQUATIONS WITH LOGARITHMIC SINGULAR KERNELS

In this paper, we present a computational method for solving boundary integral equations with loga-rithmic singular kernels which occur as reformulations of a boundary value problem for the Laplacian equation. Themethod is based on the use of the Galerkin method with CAS wavelets constructed on the unit interval as basis.This approach utilizes the non-uniform Gauss-Legendre quadrature rule for ...

متن کامل

Optimal consumption and investment in incomplete markets with general constraints

We study an optimal consumption and investment problem in a possibly incomplete market with general, not necessarily convex, stochastic constraints. We provide explicit solutions for investors with exponential, logarithmic as well as power utility and show that they are unique if the constraints are convex. Our approach is based on martingale methods that rely on results on the existence and un...

متن کامل

Risk measurement and Implied volatility under Minimal Entropy Martingale Measure for Levy process

This paper focuses on two main issues that are based on two important concepts: exponential Levy process and minimal entropy martingale measure. First, we intend to obtain   risk measurement such as value-at-risk (VaR) and conditional value-at-risk (CvaR) using Monte-Carlo methodunder minimal entropy martingale measure (MEMM) for exponential Levy process. This Martingale measure is used for the...

متن کامل

Asymptotic analysis for a simple explicit estimator in Barndorff-Nielsen and Shephard stochastic volatility models∗

We provide a simple explicit estimator for discretely observed Barndorff-Nielsen and Shephard models, prove rigorously consistency and asymptotic normality based on the single assumption that all moments of the stationary distribution of the variance process are finite, and give explicit expressions for the asymptotic covariance matrix. We develop in detail the martingale estimating function ap...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2009