Sharp Martingale And Semimartingale Inequalities
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Sharp Martingale and Semimartingale Inequalities
Author | : Adam Osękowski |
Publsiher | : Springer Science & Business Media |
Total Pages | : 471 |
Release | : 2012-08-14 |
Genre | : Mathematics |
ISBN | : 9783034803700 |
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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.
Inequalities and Extremal Problems in Probability and Statistics
Author | : Iosif Pinelis,Victor H. de la Peña,Rustam Ibragimov,Adam Osȩkowski,Irina Shevtsova |
Publsiher | : Academic Press |
Total Pages | : 198 |
Release | : 2017-05-10 |
Genre | : Mathematics |
ISBN | : 9780128098929 |
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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
Author | : Paata Ivanisvili,Dmitriy M. Stolyarov,Vasily I. Vasyunin,Pavel B. Zatitskiy |
Publsiher | : American Mathematical Soc. |
Total Pages | : 136 |
Release | : 2018-10-03 |
Genre | : Bounded mean oscillation |
ISBN | : 9781470429546 |
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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.
Martingale Inequalities Seminar Notes on Recent Progress
Author | : Adriano M. Garsia |
Publsiher | : Unknown |
Total Pages | : 200 |
Release | : 1973 |
Genre | : Inequalities (Mathematics). |
ISBN | : UCAL:B4405427 |
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Geometric Aspects of Harmonic Analysis
Author | : Paolo Ciatti,Alessio Martini |
Publsiher | : Springer Nature |
Total Pages | : 488 |
Release | : 2021-09-27 |
Genre | : Mathematics |
ISBN | : 9783030720582 |
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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
Author | : Vasily Vasyunin,Alexander Volberg |
Publsiher | : Cambridge University Press |
Total Pages | : 465 |
Release | : 2020-08-06 |
Genre | : Mathematics |
ISBN | : 9781108486897 |
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A comprehensive reference on the Bellman function method and its applications to various topics in probability and harmonic analysis.
Martingale Spaces and Inequalities
Author | : Ruilin Long |
Publsiher | : Springer Science & Business Media |
Total Pages | : 350 |
Release | : 2013-11-11 |
Genre | : Mathematics |
ISBN | : 9783322992666 |
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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.
Martingales in Banach Spaces
Author | : Gilles Pisier |
Publsiher | : Cambridge University Press |
Total Pages | : 591 |
Release | : 2016-06-06 |
Genre | : Mathematics |
ISBN | : 9781107137240 |
Download Martingales in Banach Spaces Book in PDF, Epub and Kindle
This book focuses on applications of martingales to the geometry of Banach spaces, and is accessible to graduate students.