Some Sharp Inequalities for Martingale Transforms PDF Download
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Author: Kwok Pui Choi
Publisher:
ISBN:
Category :
Languages : en
Pages : 244
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Book Description
Author: Kwok Pui Choi
Publisher:
ISBN:
Category :
Languages : en
Pages : 244
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Book Description
Author: Adam Osękowski
Publisher: Springer Science & Business Media
ISBN: 3034803702
Category : Mathematics
Languages : en
Pages : 471
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Book Description
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.
Author: Iosif Pinelis
Publisher: Academic Press
ISBN: 0128098929
Category : Mathematics
Languages : en
Pages : 200
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Book Description
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
Author: Adriano M. Garsia
Publisher:
ISBN:
Category : Inequalities (Mathematics).
Languages : en
Pages : 200
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Book Description
Author: David Charles Cox
Publisher:
ISBN:
Category :
Languages : en
Pages : 174
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Book Description
Author: Ruilin Long
Publisher: Vieweg+Teubner Verlag
ISBN: 9783322992680
Category : Mathematics
Languages : en
Pages : 0
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Book Description
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.
Author: Paul F. X. Müller
Publisher: Cambridge University Press
ISBN: 1108838677
Category : Mathematics
Languages : en
Pages : 517
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Book Description
This book presents the probabilistic methods around Hardy martingales for applications to complex, harmonic, and functional analysis.
Author: Mark Lʹvovich Agranovskiĭ
Publisher: American Mathematical Soc.
ISBN: 0821851969
Category : Mathematics
Languages : en
Pages : 346
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Book Description
The papers in this volume cover a wide variety of topics in the geometric theory of functions of one and several complex variables, including univalent functions, conformal and quasiconformal mappings, and dynamics in infinite-dimensional spaces. In addition, there are several articles dealing with various aspects of Lie groups, control theory, and optimization. Taken together, the articles provide the reader with a panorama of activity in complex analysis and quasiconformal mappings, drawn by a number of leading figures in the field. The companion volume (Contemporary Mathematics, Volume 554) is devoted to general relativity, geometry, and PDE.
Author: Yu. V. Borovskikh
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110944685
Category : Mathematics
Languages : en
Pages : 336
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Book Description
No detailed description available for "Martingale Approximation".
Author: Alexander Koldobsky
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110775387
Category : Mathematics
Languages : en
Pages : 480
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Book Description
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.
