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
Herausgegeben:Chao, J.-A.; Woyczynski, Wojbor A.

• Broschiertes Buch

Produktbeschreibung

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.- L¿ type inequality for a class of finite metric spaces.- Asymptotic behavior of martinagales in Banach spaces II.

Produktdetails

• Lecture Notes in Mathematics 939
• Verlag: Springer / Springer Berlin Heidelberg / Springer, Berlin
• Artikelnr. des Verlages: 978-3-540-11569-4
• 1982.
• Seitenzahl: 240
• Erscheinungstermin: 1. Juli 1982
• Englisch
• Abmessung: 235mm x 155mm x 14mm
• Gewicht: 394g
• ISBN-13: 9783540115694
• ISBN-10: 3540115692
• Artikelnr.: 23577027

Inhaltsangabe

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.