Results 11 to 20 of about 151,410 (172)
Conjugate martingale transforms [PDF]
Studia Mathematica, 1992 Summary: Characterizations of \(H_ 1\), BMO and VMO martingale spaces generated by bounded Vilenkin systems via conjugate martingale transforms are studied.
Weisz, Ferenc
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Martingale Transforms and Related Singular Integrals [PDF]
Transactions of the American Mathematical Society, 1986 The operators obtained by taking conditional expectation of continuous time martingale transforms are studied, both on the circle T T
Rodrigo Bañuelos
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Rough semimartingales and $p$-variation estimates for martingale transforms [PDF]
, 2022 We establish a new scale of $p$-variation estimates for martingale paraproducts, martingale transforms, and It\^o integrals, of relevance in rough paths theory, stochastic, and harmonic analysis.
Friz, Peter K. +2 more
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A sufficient condition for the boundedness of operator-weighted martingale transforms and Hilbert transform [PDF]
, 2007 Let W be an operator weight taking values almost everywhere in the bounded positive invertible linear operators on a separable Hilbert space H. We show that if W and its inverse W−1 both satisfy a matrix reverse Holder property introduced in [2], then ...
Pott, S.
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Martingale Morrey-Campanato Spaces and Fractional Integrals
Journal of Function Spaces and Applications, 2012 We introduce Morrey-Campanato spaces of martingales and give their basic properties. Our definition of martingale Morrey-Campanato spaces is different from martingale Lipschitz spaces introduced by Weisz, while Campanato spaces contain Lipschitz spaces ...
Eiichi Nakai, Gaku Sadasue
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Inequality for Burkholder’s martingale transform [PDF]
Analysis & PDE, 2015 34 pages, 13 ...
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Projective system approach to the martingale characterization of the absence of arbitrage [PDF]
, 2001 The equivalence between the absence of arbitrage and the existence of an equivalent martingale measure fails when an infinite number of trading dates is considered. By enlarging the set of states of nature and the probability measure through a projective
Balbás, Alejandro +2 more
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Rough semimartingales and $p$-variation estimates for martingale transforms [PDF]
, 2020 We establish a new scale of p-variation estimates for martingale paraproducts, martingale transforms, and Itô integrals, of relevance in rough paths theory, stochastic, and harmonic analysis.
Friz, Peter K., Zorin-Kranich, Pavel
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On the Iterated Martingale Transforms [PDF]
, 2010 application/pdfLet f=(fn,Fn)_{n≥0} be a martingale on some filtered complete probability space (Ω,F,P) with the usual conditions. We define the iterated martingale transforms I^{(m)}(f) = (In^≤{(m)},(Fn)) (m≥1) with respect to f, the discrete analogues ...
Yan, Litan
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On the Iterated Martingale Transforms.
Interdisciplinary Information Sciences, 2000 Let \(f= (f_n, n\geq 0)\) be an \((P,\mathbb{F})\)-martingale on some filtered probability space \((\Omega,{\mathcal F},\mathbb{F}, P)\), \(I^{(m)}_n= \sum^n_{j=1} I^{(m-1)}_{j-1}(f_j- f_{j-1})\), \(I^{(m)}_0= 0\), \(n\geq 0\), \(m\geq 0\), where \(I^{(0)}_n\equiv 1\) and \(I^{(1)}_n= f_n\), \(n\geq 0\). It is proved that for \(1\leq p 0\).
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