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TitleMartingale Theory in Harmonic Analysis and Banach Spaces [electronic resource] : Proceedings of the NSF-CBMS Conference Held at the Cleveland State University, Cleveland, Ohio, July 13-17, 1981 / edited by Jia-Arng Chao, Wojbor A. Woyczyล{132}ski
ImprintBerlin, Heidelberg : Springer Berlin Heidelberg, 1982
Connect tohttp://dx.doi.org/10.1007/BFb0096252
Descript X, 230 p. online resource

CONTENT

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


Mathematics Topological groups Lie groups Probabilities Mathematics Probability Theory and Stochastic Processes Topological Groups Lie Groups



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