12 citations · 41 across the 31 of their papers we have counts for
Showing math.PRShow all
3 papers · 1 filter
math.PR2022
Trace inequalities for Sobolev martingales
Dmitriy Stolyarov
We study limiting trace inequalities in the style of Maz'ya and Meyers--Ziemer for Sobolev martingales. We develop the Bellman function approach to such estimates, which allows to…
math.PR2021★ 4 cited
Sharp moment estimates for martingales with uniformly bounded square functions
Dmitriy Stolyarov, Vasily Vasyunin, Pavel Zatitskiy +1
We provide sharp bounds for the exponential moments and -moments, , of the terminate distribution of a martingale whose square function is uniformly bo…
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…