8 papers
The martingale representation theorem for cylindrical martingale valued measures
S. Cambronero, D. Campos, C. A. Fonseca-Mora +1
We prove a martingale representation theorem for cylindrical martingale-valued measures defined on a separable Banach space. The main tool for establishing the theorem, is a new th…
Itô's Formula for Itô processes defined with respect to a cylindrical-martingale valued measure
Santiago Cambronero, David Campos, C. A. Fonseca-Mora +1
Using the authors' recently developed stochastic integration [Stoch PDE: Anal Comp, 2024], we prove an Itô formula for Hilbert space-valued Itô processes defined with respect to…
Markov property and path regularity for the solutions to SPDEs driven by cylindrical-martingale valued measures
Santiago Cambronero, David Campos, C. A. Fonseca-Mora +1
In this paper we prove the Markov property for the solution to stochastic partial differential equations driven by a cylindrical orthogonal martingale-valued measure. We assume our…
Szemerédi's Theorem Along Cantor Sets of Integers
Alex Burgin, Anastasios Fragkos, Michael T. Lacey +2
Let be Cantor set of integers, that is a set of integers with restricted digits modulo a base , and suppose is one of the restricted digit…
Integer Cantor Sets: Arithmetic Combinatorial Properties
Alex Burgin, Anastasios Fragkos, Michael T. Lacey +2
Cantor sets of integers have a rich set of arithmetic combinatorial properties. We consider classical Cantor sets, with a base and a fixed set of allowed digits. For such sets, we…
Weighted Weak Type estimates for non-integral Square Functions
Dario Mena, Maria Carmen Reguera, Luz Roncal
We provide quantitative weighted weak type estimates for non-integral square functions in the critical case in terms of the and reverse Hölder constants associated to…