Sharp Martingale and Semimartingale Inequalities is popular PDF and ePub book, written by Adam Osękowski in 2012-08-14, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Sharp Martingale and Semimartingale Inequalities can be Read Online from any device for your convenience.
Sharp Martingale and Semimartingale Inequalities Book PDF Summary
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.
Detail Book of Sharp Martingale and Semimartingale Inequalities PDF
- Author : Adam Osękowski
- Release : 14 August 2012
- Publisher : Springer Science & Business Media
- ISBN : 9783034803700
- Genre : Mathematics
- Total Page : 471 pages
- Language : English
- PDF File Size : 10,6 Mb
If you're still pondering over how to secure a PDF or EPUB version of the book Sharp Martingale and Semimartingale Inequalities by Adam Osękowski, don't worry! All you have to do is click the 'Get Book' buttons below to kick off your Download or Read Online journey. Just a friendly reminder: we don't upload or host the files ourselves.