Results 1 to 10 of about 151,410 (172)
Martingale Transforms between Martingale Hardy-amalgam Spaces [PDF]
Abstract and Applied Analysis, 2021 We discuss martingale transforms between martingale Hardy-amalgam spaces Hp,qs,Qp,q and Pp,q.
Justice Sam Bansah
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Non-Commutative Martingale Transforms [PDF]
Journal of Functional Analysis, 2002 We prove that non-commutative martingale transforms are of weak type $(1,1)$. More precisely, there is an absolute constant $C$ such that if $\M$ is a semi-finite von Neumann algebra and $(\M_n)_{n=1}^\infty$ is an increasing filtration of von Neumann subalgebras of $\M$ then for any non-commutative martingale $x=(x_n)_{n=1}^\infty$ in $L^1(\M ...
Narcisse Randrianantoanina
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Martingale transforms with unbounded multipliers [PDF]
Proceedings of the American Mathematical Society, 1992 The boundedness of martingale transforms with the "multiplier" sequence in various classes is studied.
Chao, J.-A., Long, R.-L.
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Martingale transforms between Orlicz–Hardy spaces of predictable martingales
Journal of Mathematical Analysis and Applications, 2014 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yu, Lin, Zhuang, Dan
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Martingale Transforms and Their Projection Operators on Manifolds [PDF]
Potential Analysis, 2012 We prove the boundedness on $L^p ...
Fabrice Baudoin, Rodrigo Bañuelos
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A Sharp Inequality for Martingale Transforms
Annals of Probability, 1979 If $g$ is the transform of a martingale $f$ under a predictable sequence $v$ uniformly bounded in absolute value by 1, then $$\lambda P(g^\ast \geqslant \lambda) \leqslant 2\|f\|_1, \lambda > 0$$, and this inequality is sharp.
D L Burkholder
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On martingale transformations of multidimensional Brownian Motion [PDF]
Statistics & Probability Letters, 2021 We describe the class of functions $f: R^n\to R^m$ which transform a vector Brownian Motion into a martingale and use this description to give martingale characterization of the general measurable solution of the multidimensional Cauchy functional equation.
Mania, M., Tevzadze, R.
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Matrix Summability of Walsh–Fourier Series
Mathematics, 2022 The presented paper discusses the matrix summability of the Walsh–Fourier series. In particular, we discuss the convergence of matrix transforms in L1 space and in CW space in terms of modulus of continuity and matrix transform variation.
Ushangi Goginava, Károly Nagy
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Paraproducts and Commutators of Martingale Transforms [PDF]
Proceedings of the American Mathematical Society, 1988 We define paraproducts in a probabilistic setting and study their boundedness properties. As an application of paraproduct techniques, we prove a generalization of the commutator result of Coifman-Rochberg-Weiss [ 6 ].
Bañuelos, Rodrigo, Bennett, Andrew G.
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Vasicek model with mixed-exponential jumps and its applications in finance and insurance
Advances in Difference Equations, 2018 In this paper, the authors study the distribution of the Vasicek model with mixed-exponential jumps and its applications in finance and insurance. With the aid of the piecewise deterministic Markov process theory and the martingale theory, the authors ...
Yongfeng Wu, Xue Liang
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