Martingales In Banach Spaces

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Martingales In Banach Spaces
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Author : Gilles Pisier
language : en
Publisher: Cambridge University Press
Release Date : 2016-06-06
Martingales In Banach Spaces written by Gilles Pisier and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-06-06 with Mathematics categories.
This book focuses on applications of martingales to the geometry of Banach spaces, and is accessible to graduate students.
Geometry And Martingales In Banach Spaces
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Author : Wojbor A. Woyczynski
language : en
Publisher: CRC Press
Release Date : 2018-10-12
Geometry And Martingales In Banach Spaces written by Wojbor A. Woyczynski and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-12 with Mathematics categories.
Geometry and Martingales in Banach Spaces provides a compact exposition of the results explaining the interrelations existing between the metric geometry of Banach spaces and the theory of martingales, and general random vectors with values in those Banach spaces. Geometric concepts such as dentability, uniform smoothness, uniform convexity, Beck convexity, etc. turn out to characterize asymptotic behavior of martingales with values in Banach spaces.
Analysis In Banach Spaces
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Author : Tuomas Hytönen
language : en
Publisher: Springer
Release Date : 2016-11-26
Analysis In Banach Spaces written by Tuomas Hytönen and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-11-26 with Mathematics categories.
The present volume develops the theory of integration in Banach spaces, martingales and UMD spaces, and culminates in a treatment of the Hilbert transform, Littlewood-Paley theory and the vector-valued Mihlin multiplier theorem. Over the past fifteen years, motivated by regularity problems in evolution equations, there has been tremendous progress in the analysis of Banach space-valued functions and processes. The contents of this extensive and powerful toolbox have been mostly scattered around in research papers and lecture notes. Collecting this diverse body of material into a unified and accessible presentation fills a gap in the existing literature. The principal audience that we have in mind consists of researchers who need and use Analysis in Banach Spaces as a tool for studying problems in partial differential equations, harmonic analysis, and stochastic analysis. Self-contained and offering complete proofs, this work is accessible to graduate students and researchers with a background in functional analysis or related areas.
Handbook Of The Geometry Of Banach Spaces
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Author :
language : en
Publisher: Elsevier
Release Date : 2001-08-15
Handbook Of The Geometry Of Banach Spaces written by and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-08-15 with Mathematics categories.
The Handbook presents an overview of most aspects of modernBanach space theory and its applications. The up-to-date surveys, authored by leading research workers in the area, are written to be accessible to a wide audience. In addition to presenting the state of the art of Banach space theory, the surveys discuss the relation of the subject with such areas as harmonic analysis, complex analysis, classical convexity, probability theory, operator theory, combinatorics, logic, geometric measure theory, and partial differential equations. The Handbook begins with a chapter on basic concepts in Banachspace theory which contains all the background needed for reading any other chapter in the Handbook. Each of the twenty one articles in this volume after the basic concepts chapter is devoted to one specific direction of Banach space theory or its applications. Each article contains a motivated introduction as well as an exposition of the main results, methods, and open problems in its specific direction. Most have an extensive bibliography. Many articles contain new proofs of known results as well as expositions of proofs which are hard to locate in the literature or are only outlined in the original research papers. As well as being valuable to experienced researchers in Banach space theory, the Handbook should be an outstanding source for inspiration and information to graduate students and beginning researchers. The Handbook will be useful for mathematicians who want to get an idea of the various developments in Banach space theory.
Sharp Martingale And Semimartingale Inequalities
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Author : Adam Osękowski
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-08-14
Sharp Martingale And Semimartingale Inequalities written by Adam Osękowski and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-08-14 with Mathematics categories.
This monograph is a presentation of a unified approach to a certain class of semimartingale inequalities, which can be regarded as probabilistic extensions of classical estimates for conjugate harmonic functions on the unit disc. The approach, which has its roots in the seminal works of Burkholder in the 80s, enables to deduce a given inequality for semimartingales from the existence of a certain special function with some convex-type properties. Remarkably, an appropriate application of the method leads to the sharp version of the estimate under investigation, which is particularly important for applications. These include the theory of quasiregular mappings (with deep implications to the geometric function theory); the boundedness of two-dimensional Hilbert transform and a more general class of Fourier multipliers; the theory of rank-one convex and quasiconvex functions; and more. The book is divided into a few separate parts. In the introductory chapter we present motivation for the results and relate them to some classical problems in harmonic analysis. The next part contains a general description of the method, which is applied in subsequent chapters to the study of sharp estimates for discrete-time martingales; discrete-time sub- and supermartingales; continuous time processes; the square and maximal functions. Each chapter contains additional bibliographical notes included for reference.
Martingales In Banach Spaces
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Author : James C. Crabtree
language : en
Publisher:
Release Date : 1977
Martingales In Banach Spaces written by James C. Crabtree and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1977 with Banach spaces categories.
Vector Measures
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Author : Joseph Diestel
language : en
Publisher: American Mathematical Soc.
Release Date : 1977-06-01
Vector Measures written by Joseph Diestel and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 1977-06-01 with Mathematics categories.
In this survey the authors endeavor to give a comprehensive examination of the theory of measures having values in Banach spaces. The interplay between topological and geometric properties of Banach spaces and the properties of measures having values in Banach spaces is the unifying theme. The first chapter deals with countably additive vector measures finitely additive vector measures, the Orlicz-Pettis theorem and its relatives. Chapter II concentrates on measurable vector valued functions and the Bochner integral. Chapter III begins the study of the interplay among the Radon-Nikodym theorem for vector measures, operators on $L_1$ and topological properties of Banach spaces. A variety of applications is given in the next chapter. Chapter V deals with martingales of Bochner integrable functions and their relation to dentable subsets of Banach spaces. Chapter VI is devoted to a measure-theoretic study of weakly compact absolutely summing and nuclear operators on spaces of continuous functions. In Chapter VII a detailed study of the geometry of Banach spaces with the Radon-Nikodym property is given. The next chapter deals with the use of Radon-Nikodym theorems in the study of tensor products of Banach spaces. The last chapter concludes the survey with a discussion of the Liapounoff convexity theorem and other geometric properties of the range of a vector measure. Accompanying each chapter is an extensive survey of the literature and open problems.
Martingale Theory In Harmonic Analysis And Banach Spaces
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Author : J.-A. Chao
language : en
Publisher: Springer
Release Date : 2006-11-17
Martingale Theory In Harmonic Analysis And Banach Spaces written by J.-A. Chao and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-17 with Mathematics categories.
Hardy Martingales
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Author : Paul F. X. Müller
language : en
Publisher: Cambridge University Press
Release Date : 2022-07-14
Hardy Martingales written by Paul F. X. Müller and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-07-14 with Mathematics categories.
This book presents the probabilistic methods around Hardy martingales for applications to complex, harmonic, and functional analysis.