Some ratio inequalities for iterated stochastic integrals

Let X = (X_t, ?_t) be a continuous local martingale with quadratic variation 〈X〉 and X₀ = 0. Define iterated stochastic integrals I_n(X) = (I_n(t, X), ?_t), n ≥ 0, inductively by $$ I_{n} (t, X) = \int ^{t} _{0} I_{n-1} (s, X)dX_{s} $$ with I₀(t, X) = 1 and I₁(t, X) = X_t. Let (??^x_t(X)) be the local time of a continuous local martingale X at x ∈ ?. Denote ??*t(X) = sup_x∈? ??^x_t(X) and X* = sup_t≥0 |X_t|. In this paper, we shall establish various ratio inequalities for I_n(X). In particular, we show that the inequalities $$ c_{n,p} \, \left\Vert (G ( \langle X \rangle _{\infty} )) ^{n/2} \right\Vert _{p} \; \le \; \left\Vert {\mathop \sup \limits _{t \ge 0}} \; {\left\vert I_{n} (t, X) \right\vert \over {(1+ \langle X \rangle _{t} ) ^{n/2}}} \right\Vert _{p} \; \le C_{n, p} \, \left\Vert (G ( \langle X \rangle _{\infty} )) ^{n/2} \right\Vert _{p} $$ hold for 0 < p < ∞ with some positive constants c_n,p and C_n,p depending only on n and p, where G(t) = log(1+ log(1+ t)). Furthermore, we also show that for some γ ≥ 0 the inequality $$ E \left[ U ^{p}_{n} \exp \left( \gamma {U ^{1/n} _{n} \over {V}} \right) \right] \le C_{n, p, \gamma} E [V ^{n, p}] \quad (0 < p < \infty ) $$ holds with some positive constant C_n,p,γ depending only on n, p and γ, where U_n is one of 〈I_n(X)〉^1/2_∞ and I*_n(X), and V one of the three random variables X*, 〈X〉^1/2_∞ and ??*_∞(X). (© 2003 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Weighted inequalities for some one-sided operators

We give a characterization of the pairs of weights such that the Weyl fractional integral operator maps into weak , or . For the case we give necessary and sufficient conditions for the weak type of a maximal operator that includes as particular cases the Weyl fractional integral, the dual of the Hardy operator and the fractional one-sided maximal operator. As a consequence we give a new characterization of the pairs of weights for which the fractional one-sided maximal operator is bounded.

     

Weighted Hardy inequalities

For bounded Lipschitz domains D in it is known that if 1<p<∞, then for all β[0,β₀), where β₀=p−1>0, there is a constant c<∞ with

for all . We show that if D is merely assumed to be a bounded domain in that satisfies a Whitney cube-counting condition with exponent λ and has plump complement, then the same inequality holds with β₀ now taken to be . Further, we extend the known results (see [H. Brezis, M. Marcus, Hardy's inequalities revisited, Dedicated to Ennio De Giorgi, Ann. Scuola Norm. Sup. Pisa Cl. Sci. (4) 25 (1997–1998) 217–237; M. Hoffmann-Ostenhof, T. Hoffmann-Ostenhof, A. Laptev, A geometrical version of Hardy's inequality, J. Funct. Anal. 189 (2002) 537–548; J. Tidblom, A geometrical version of Hardy's inequality for W^1,p(Ω), Proc. Amer. Math. Soc. 132 (2004) 2265–2271]) concerning the improved Hardy inequality

c=c(n,p), by showing that the class of domains for which the inequality holds is larger than that of all bounded convex domains.     

Weighted inequalities for integral operators with some homogeneous kernels

In this paper we study integral operators of the form

On weighted weak type inequalities for modified Hardy operators

We characterize the pairs of weights for which the modified Hardy operator applies into weak- where is a monotone function and .

     

Weighted weak-type inequalities for the maximal function of nonnegative integral transforms over approach regions

The relation between approach regions and singularities of nonnegative kernels is studied, where , , , and is a homogeneous space. For , a sufficient condition on approach regions () is given so that the maximal function

is weak-type with respect to a pair of measures and . It is shown that this condition is also necessary for operators of potential type in the sense of Sawyer and Wheedon (Amer. J. Math. 114 (1992), 813-874).

     

Weighted inequalities for iterated maximal functions in Orlicz spaces

Let M be the classical Hardy‐Littlewood maximal operator. The object of our investigation in this paper is the iterated maximal function M^kf(x) = M(M^k?1f) (x) (k ≥ 2). Let Φ be a φ‐function which is not necessarily convex and Ψ be a Young function. Suppose that w is an A′_∞ weight and that k is a positive integer. If there exist positive constants C₁ and C₂ such that ((I)) then there exist positive constants C₃ and C₄ such that ((II)) where the functions a(t) and b(t) are the right derivatives of Φ(t) and Ψ(t), respectively. Conversely, if w is an A₁ weight, then (II) implies (I). Another necessary and sufficient condition will be given. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Weighted modular inequalities for Hardy-Steklov operators

We characterize weighted modular inequalities of weak and strong type for the Hardy-Steklov operators T defined by , where g is a positive function and s, h are increasing and continuous functions such that s(x)?h(x) for all x.     

Weighted estimates for iterated commutators of multilinear fractional operators

The author establishes weighted strong type estimates for iterated commutators of multilinear fractional operators.     

Conjugate Hardy's inequalities with decreasing weights

We prove that for a decreasing weight on , the conjugate Hardy transform is bounded on () if and only if it is bounded on the cone of all decreasing functions of . This property does not depend on .

     

Weighted variational inequalities in normed spaces

In this article, we consider weighted variational inequalities over a product of sets and a system of weighted variational inequalities in normed spaces. We extend most results established in Ansari, Q.H., Khan, Z. and Siddiqi, A.H., (Weighted variational inequalities, Journal of Optimization Theory and Applications, 127(2005), pp. 263–283), from Euclidean spaces ordered by their respective non-negative orthants to normed spaces ordered by their respective non-trivial closed convex cones with non-empty interiors.     

Weighted inequalities for the Bochner-Riesz means related to the Fourier-Bessel expansions

We prove weighted inequalities for the Bochner-Riesz means for Fourier-Bessel series with more general weights w(x) than previously considered power weights. These estimates are given by using the local Ap theory and Hardy's inequalities with weights. Moreover, we also obtain weighted weak type (1,1) inequalities. The case when w(x)=xa is sketched and follows as a corollary of the main result.     

Weighted integral and integro-differential inequalities

A general weighted integral inequality for two continuous functions on an interval [a,b] is presented. The equality conditions are given. This result implies the new inequalities for the incomplete beta and gamma functions as well as the related estimates for the confluent hypergeometric function, error function, and Dawson's integral. Also it implies various weighted integro-differential inequalities, those of the Opial type included, and some inequalities which involve the Erdélyi–Kober and Riemann–Liouville fractional integrals.     

Weighted isoperimetric inequalities on ℝn and applications to rearrangements

We study isoperimetric inequalities for a certain class of probability measures on ?ⁿ together with applications to integral inequalities for weighted rearrangements. Furthermore, we compare the solution to a linear elliptic problem with the solution to some “rearranged” problem defined in the domain {x: x₁ < α (x₂, …, x_n)} with a suitable function α (x₂, …, x_n). (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Weighted mixed‐norm inequalities through extrapolation

We prove that operators satistying weighted inequalities with radial weights are bounded in mixed‐norm spaces of radial‐angular type, even with a weight in the radial part. This is achieved by using the usual extrapolation methods, adapted to the radial setting. All the versions of the extrapolation theorem can be adapted to this setting, and in particular we get results in variable Lebesgue spaces and also for multilinear operators. Furthermore, quantitative estimates are obtained with this approach, but their sharpness remains an open question.     

Weighted korn inequalities in paraboloidal domains

A weighted Korn inequality in a domain Ω ⊂ ℝ ⁿ with paraboloidal exit II to infinity is obtained. Asymptotic sharpness of the inequality is achieved by using different weight factors for the longitudinal (with respect to the axis of II) and transversal displacement vector components and by making the weight factors of the derivatives depend on the direction of differentiation. The solvability of the elasticity problem in the energy class (the closure of in the norm generated by the elastic energy functional) is studied; the dimensions of the kernel and the cokerned of the corresponding operator depend on the exponents∈(−∞, 1) in the “rate of expansion” of the paraboloid II. Translated fromMatematicheskie Zametki, Vol. 62, No. 5, pp. 751–765, November, 1997. Translated by V. N. Dubrovsky