Sharp Martingale And Semimartingale Inequalities
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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.
Some Sharp Inequalities For Martingale Transforms
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Author : Kwok Pui Choi
language : en
Publisher:
Release Date : 1987
Some Sharp Inequalities For Martingale Transforms written by Kwok Pui Choi and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with categories.
Martingale Inequalities Seminar Notes On Recent Progress
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Author : Adriano M. Garsia
language : en
Publisher:
Release Date : 1973
Martingale Inequalities Seminar Notes On Recent Progress written by Adriano M. Garsia and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1973 with Inequalities (Mathematics). categories.
Inequalities And Extremal Problems In Probability And Statistics
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Author : Iosif Pinelis
language : en
Publisher: Academic Press
Release Date : 2017-05-10
Inequalities And Extremal Problems In Probability And Statistics written by Iosif Pinelis and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-05-10 with Mathematics categories.
Inequalities and Extremal Problems in Probability and Statistics: Selected Topics presents various kinds of useful inequalities that are applicable in many areas of mathematics, the sciences, and engineering. The book enables the reader to grasp the importance of inequalities and how they relate to probability and statistics. This will be an extremely useful book for researchers and graduate students in probability, statistics, and econometrics, as well as specialists working across sciences, engineering, financial mathematics, insurance, and mathematical modeling of large risks. Teaches users how to understand useful inequalities Applicable across mathematics, sciences, and engineering Presented by a team of leading experts
Bellman Function For Extremal Problems In Bmo Ii Evolution
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Author : Paata Ivanisvili
language : en
Publisher: American Mathematical Soc.
Release Date : 2018-10-03
Bellman Function For Extremal Problems In Bmo Ii Evolution written by Paata Ivanisvili 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 2018-10-03 with Bounded mean oscillation categories.
In a previous study, the authors built the Bellman function for integral functionals on the space. The present paper provides a development of the subject. They abandon the majority of unwanted restrictions on the function that generates the functional. It is the new evolutional approach that allows the authors to treat the problem in its natural setting. What is more, these new considerations lighten dynamical aspects of the Bellman function, in particular, the evolution of its picture.
Sharp Weighted Inequalities For Martingales
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Author : Michał Brzozowski
language : en
Publisher:
Release Date : 2020
Sharp Weighted Inequalities For Martingales written by Michał Brzozowski and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020 with categories.
Keywords: martingale, weight, differential subordination, Bellman function.
Geometric Aspects Of Harmonic Analysis
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Author : Paolo Ciatti
language : en
Publisher: Springer Nature
Release Date : 2021-09-27
Geometric Aspects Of Harmonic Analysis written by Paolo Ciatti and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-09-27 with Mathematics categories.
This volume originated in talks given in Cortona at the conference "Geometric aspects of harmonic analysis" held in honor of the 70th birthday of Fulvio Ricci. It presents timely syntheses of several major fields of mathematics as well as original research articles contributed by some of the finest mathematicians working in these areas. The subjects dealt with are topics of current interest in closely interrelated areas of Fourier analysis, singular integral operators, oscillatory integral operators, partial differential equations, multilinear harmonic analysis, and several complex variables. The work is addressed to researchers in the field.
The Bellman Function Technique In Harmonic Analysis
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Author : Vasily Vasyunin
language : en
Publisher: Cambridge University Press
Release Date : 2020-08-06
The Bellman Function Technique In Harmonic Analysis written by Vasily Vasyunin 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 2020-08-06 with Mathematics categories.
A comprehensive reference on the Bellman function method and its applications to various topics in probability and harmonic analysis.
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.
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 an audience interested in their applications to complex, harmonic, and functional analysis. Building on work of Bourgain, Garling, Jones, Maurey, Pisier, and Varopoulos, it discusses in detail those martingale spaces that reflect characteristic qualities of complex analytic functions. Its particular themes are holomorphic random variables on Wiener space, and Hardy martingales on the infinite torus product, and numerous deep applications to the geometry and classification of complex Banach spaces, e.g., the SL∞ estimates for Doob's projection operator, the embedding of L1 into L1/H1, the isomorphic classification theorem for the polydisk algebras, or the real variables characterization of Banach spaces with the analytic Radon Nikodym property. Due to the inclusion of key background material on stochastic analysis and Banach space theory, it's suitable for a wide spectrum of researchers and graduate students working in classical and functional analysis.