|
Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Functional analysis
|
Buy Now
Sharp Martingale and Semimartingale Inequalities (Paperback, 2012 ed.)
Loot Price: R1,522
Discovery Miles 15 220
|
|
|
Sharp Martingale and Semimartingale Inequalities (Paperback, 2012 ed.)
Series: Monografie Matematyczne, 72
Expected to ship within 10 - 15 working days
|
Donate to Against Period Poverty
Total price: R1,542
Discovery Miles: 15 420
|
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.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
|
You might also like..
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
