collaborators

2 papers

math.PR2022

Limit case of Hardy-Littlewood-Sobolev inequality for martingales

Dmitry Yarcev

We provide a version of the Stein-Weiss inequality for arbitrary martingales.

math.PR2020

Fractional integration for irregular martingales

Dmitriy Stolyarov, Dmitry Yarcev

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, h…