Krzysztof Bogdan

most citedBregman variation of semimartingales

1 citations · 1 across the 1 of their papers we have counts for

collaborators

2 papers

math.PR2024★ 1 cited

Bregman variation of semimartingales

Krzysztof Bogdan, Dominik Kutek, Katarzyna Pietruska-Pałuba

We define Bregman variation of semimartingales. We give its pathwise representation, Itô-type isometry for martingales, and applications to harmonic analysis.

math.CA2023

Polarized Hardy--Stein identity

Krzysztof Bogdan, Michał Gutowski, Katarzyna Pietruska-Pałuba

We prove the Hardy--Stein identity for vector functions in $L^{p} (R^{d}; R^{n})$ with $1 < p < \infty$ and for the canonical paring of two real functions in $L^{p} (R^{d})$ …