Martingale Theory in Harmonic Analysis and Banach Spaces

Proceedings of the NSF-CBMS Conference Held at the Cleveland State University, Cleveland, Ohio, July 13-17, 1981
1. Auflage 1982
ISBN: 978-3-540-11569-4
Verlag: Springer

Buch, Englisch, Band 939, 230 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 371 g

Reihe: Lecture Notes in Mathematics

Springer Book Archives

Zielgruppe

Research

Autoren/Hrsg.

Chao, J.-A.

Woyczynski, W.A.

Fachgebiete

• Mathematik | Informatik Mathematik Algebra Algebraische Strukturen, Gruppentheorie
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Mathematik | Informatik Mathematik Mathematische Analysis Harmonische Analysis, Fourier-Mathematik
• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik Mathematik Mathematische Analysis Funktionalanalysis

Inhaltsverzeichnis

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.