Martingale Theory in Harmonic Analysis and Banach Spaces: Proceedings of the NSF-CBMS Conference Held at the Cleveland State University, Cleveland, . 13-17, 1981 (Lecture Notes in Mathematics)

J.-A. Chao, W. A. Woyczynski

ISBN 10: 3540115692 / ISBN 13: 9783540115694

Editore: Springer 2009-02-22, 2009

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Codice articolo 6666-IUK-9783540115694

Dati bibliografici

• Titolo: Martingale Theory in Harmonic Analysis and Banach Spaces: Proceedings of the NSF-CBMS Conference Held at the Cleveland State University, Cleveland, . 13-17, 1981 (Lecture Notes in Mathematics)
• Editore: Springer 2009-02-22
• Data di pubblicazione: 2009
• Lingua: Inglese
• ISBN 10: 3540115692
• ISBN 13: 9783540115694
• Rilegatura: Paperback
• Condizione: New

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Contenuti

A note on strong, non-anticipating solutions for stochastic differential equations: When is path-wise uniqueness necessary?.- A simple version of the Malliavin calculus in dimension one.- On the support of the measures in a semigroup of probability measures on a locally compact group.- Hardy spaces on regular martingales.- The harmonic measure of porous membranes in R 3.- On compactness and optimality of stopping times.- Martingales of increasing functions.- On the Hilbert transform for Banach space valued functions.- Gaussian measures on Orlicz spaces and abstract Wiener spaces.- Exit times of diffusions.- Generalized Lipschitz spaces and Herz spaces on certain totally disconnected groups.- Stochastic barriers for the Wiener process and a mathematical model.- On the duality between type and cotype.- Martingales and the fine line between Asplund spaces and spaces not containing a copy of ?1.- Central limit theorems for dependent random vectors in Banach spaces.- Product random measures and double stochastic integrals.- Absolutely divergent series and Banach operator ideals.- Lévy type inequality for a class of finite metric spaces.- Asymptotic behavior of martinagales in Banach spaces II.