Sharp Weighted Inequalities For Martingales
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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.
Sharp Inequalities For Martingales
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Author : David Charles Cox
language : en
Publisher:
Release Date : 1980
Sharp Inequalities For Martingales written by David Charles Cox and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1980 with categories.
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.
Sharp Martingale And Semimartingale Inequalities
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Author : Adam Osękowski
language : en
Publisher: Birkhäuser
Release Date : 2014-09-20
Sharp Martingale And Semimartingale Inequalities written by Adam Osękowski and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-20 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.
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.
Harmonic Analysis And Convexity
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Author : Alexander Koldobsky
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2023-07-24
Harmonic Analysis And Convexity written by Alexander Koldobsky and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-07-24 with Mathematics categories.
In recent years, the interaction between harmonic analysis and convex geometry has increased which has resulted in solutions to several long-standing problems. This collection is based on the topics discussed during the Research Semester on Harmonic Analysis and Convexity at the Institute for Computational and Experimental Research in Mathematics in Providence RI in Fall 2022. The volume brings together experts working in related fields to report on the status of major problems in the area including the isomorphic Busemann-Petty and slicing problems for arbitrary measures, extremal problems for Fourier extension and extremal problems for classical singular integrals of martingale type, among others.
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 Spaces And Inequalities
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Author : Ruilin Long
language : en
Publisher: Vieweg+Teubner Verlag
Release Date : 2014-04-11
Martingale Spaces And Inequalities written by Ruilin Long and has been published by Vieweg+Teubner Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-04-11 with Mathematics categories.
This book gives a systematic introduction to the theory of martingale spaces and inequalities. Except those mainly concerned with the martingale Hp, p>1, most parts of the book reflect the developments in the field in the past twenty years. The material is self-contained, only a familiarity with basic analysis is required. Both graduate students and mathematicians who want to know about the interaction between analysis and probability will find this book to be a valuable reference and text.Das Buch gibt eine systematische Einführung in die Martingaltheorie und ihre Beziehungen zur Analysis. Der größte Teil des Buches beschreibt die Entwicklungen der letzten 20 Jahre.
Weighted Inequalities Of Hardy Type
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Author : Alois Kufner
language : en
Publisher: World Scientific
Release Date : 2003
Weighted Inequalities Of Hardy Type written by Alois Kufner and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Mathematics categories.
Inequalities play an important role in almost all branches of mathematics as well as in other areas of science and engineering. This book surveys the present state of the theory of weighted integral inequalities of Hardy type, including modifications concerning Hardy-Steklov operators, and some basic results about Hardy type inequalities and their limit (Carleman-Knopp type) inequalities. It also describes some rather new fields such as higher order and fractional order Hardy type inequalities and integral inequalities on the cone of monotone functions together with some applications and open problems. The book can serve as a reference and a source of inspiration for researchers working in these and related areas, but could also be used for advanced graduate courses.
Martingale Spaces And Inequalities
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Author : Ruilin Long
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-11
Martingale Spaces And Inequalities written by Ruilin Long 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 2013-11-11 with Mathematics categories.
This book gives a systematic introduction to the theory of martingale spaces and inequalities. Except those mainly concerned with the martingale Hp, p>1, most parts of the book reflect the developments in the field in the past twenty years. The material is self-contained, only a familiarity with basic analysis is required. Both graduate students and mathematicians who want to know about the interaction between analysis and probability will find this book to be a valuable reference and text.Das Buch gibt eine systematische Einführung in die Martingaltheorie und ihre Beziehungen zur Analysis. Der größte Teil des Buches beschreibt die Entwicklungen der letzten 20 Jahre.