Sharp Martingale and Semimartingale Inequalities

Sharp Martingale and Semimartingale Inequalities

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Hardcover, Springer Verlag, 2012, ISBN13 9783034803694, ISBN10 3034803699
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Hardcover, Springer Verlag, 2012, ISBN13 9783034803694, ISBN10 3034803699

About this item

Important Made in USA Origin Disclaimer: For certain items sold by Walmart on Walmart.com, the displayed country of origin information may not be accurate or consistent with manufacturer information. For updated, accurate country of origin data, it is recommended that you rely on product packaging or manufacturer information.

Hardcover, Springer Verlag, 2012, ISBN13 9783034803694, ISBN10 3034803699

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.

Specifications

Number of Pages: 462
Original Languages: English
Author: Os Kowski, Adam
Series Title: Monografie Matematyczne
Book Format: Hardcover
Publisher: Birkhauser
Publication Date: August, 2012
ISBN-13: 9783034803694
ISBN-10: 3034803699
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