Processus Aleatoires a Deux Indices

D. BAKRY : Théorèmes de section et de projection pour processus à deux indices (à paraître) ( 198O) . R. CAIROLI et J. B. WALSH : Stochastic Integrals in the Plane . Acta Math . 134 pp 1 1 1-183 ( 1975) . J. A. CLARKSON et C. R. ADAMS ...

Author: H. Korezlioglu

Publisher: Springer

ISBN: 3540387188

Category: Science

Page: 282

View: 737


Two Parameter Martingales and Their Quadratic Variation

On the Decomposition and Integration of TwoParameter Stochastic Processes . in : Processus aléatoires à deux indices, Lecture Notes in Math. 863, 162-171 . Springer, Berlin [ 21 ] Föllmer, H. (1984) . Von der Brownschen Bewegung zum ...

Author: Peter Imkeller

Publisher: Springer

ISBN: 3540391487

Category: Mathematics

Page: 177

View: 541

This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self-contained treatment of the general theory of two-parameter processes that has developed since around 1975. Apart from two survey papers by Merzbach and Meyer it is the first text of this kind. The second part presents the results of recent research by the author on martingale theory and stochastic calculus for two-parameter processes. Both the results and the methods of these two chapters are almost entirely new, and are of particular interest. They provide the fundamentals of a general stochastic analysis of two-parameter processes including, in particular, so far inaccessible jump phenomena. The typical rader is assumed to have some basic knowledge of the general theory of one-parameter martingales. The book should be accessible to probabilistically interested mathematicians who a) wish to become acquainted with or have a complete treatment of the main features of the general theory of two-parameter processes and basics of their stochastic calculus, b) intend to learn about the most recent developments in this area.

Stopping Times and Directed Processes

J . F. Mertens [1972] Théorie des processus stochastiques généraux; applications aux surmartingales. ... In: Processus Aleatoires a Deux Indices, Lecture Notes in Mathematics 863, Springer-Verlag; pp. 1-39.

Author: G. A. Edgar

Publisher: Cambridge University Press

ISBN: 0521350239

Category: Mathematics

Page: 428

View: 742

A unified treatment of the theory of 'stopping times' for probability theorists and statisticians.

Convergence in Ergodic Theory and Probability

[3] Brossard, J ., Régularité des martingales a deux indices et inégalités de norrnes, in: Processus Aléatoires a Deux Indices, Lecture Notes in Math. 863, pp. 91-121, Springer-Verlag, BerlinHeidelberg-New York 1981.

Author: Vitaly Bergelson

Publisher: Walter de Gruyter

ISBN: 3110889382

Category: Mathematics

Page: 456

View: 336

This series is devoted to the publication of monographs, lecture resp. seminar notes, and other materials arising from programs of the OSU Mathemaical Research Institute. This includes proceedings of conferences or workshops held at the Institute, and other mathematical writings.

Martingale Hardy Spaces and their Applications in Fourier Analysis

8, 1183-1188 (1980) [15] Brossard, J.: Régularité des martingales à deux indices et inégalités de normes, Processus Aléatoires à Deux Indices. (Lect. Notes Math., vol. 863, pp. 91-121) Berlin, Heidelberg, New York: Springer 1981 [16] ...

Author: Ferenc Weisz

Publisher: Springer

ISBN: 3540482954

Category: Mathematics

Page: 224

View: 812

This book deals with the theory of one- and two-parameter martingale Hardy spaces and their use in Fourier analysis, and gives a summary of the latest results in this field. A method that can be applied for both one- and two-parameter cases, the so-called atomic decomposition method, is improved and provides a new and common construction of the theory of one- and two-parameter martingale Hardy spaces. A new proof of Carleson's convergence result using martingale methods for Fourier series is given with martingale methods. The book is accessible to readers familiar with the fundamentals of probability theory and analysis. It is intended for researchers and graduate students interested in martingale theory, Fourier analysis and in the relation between them.

Summability of Multi Dimensional Fourier Series and Hardy Spaces

Régularité des martingales à deux indices and inégalités de normes. In Processus Aléatoires à Deux Indices, volume 863 of Lecture Notes in Math., pages 91–121. Springer, Berlin, 1981. Y. A. Brudnyi and N. Y. Krugljak.

Author: Ferenc Weisz

Publisher: Springer Science & Business Media

ISBN: 9401731837

Category: Mathematics

Page: 332

View: 444

The history of martingale theory goes back to the early fifties when Doob [57] pointed out the connection between martingales and analytic functions. On the basis of Burkholder's scientific achievements the mar tingale theory can perfectly well be applied in complex analysis and in the theory of classical Hardy spaces. This connection is the main point of Durrett's book [60]. The martingale theory can also be well applied in stochastics and mathematical finance. The theories of the one-parameter martingale and the classical Hardy spaces are discussed exhaustively in the literature (see Garsia [83], Neveu [138], Dellacherie and Meyer [54, 55], Long [124], Weisz [216] and Duren [59], Stein [193, 194], Stein and Weiss [192], Lu [125], Uchiyama [205]). The theory of more-parameter martingales and martingale Hardy spaces is investigated in Imkeller [107] and Weisz [216]. This is the first mono graph which considers the theory of more-parameter classical Hardy spaces. The methods of proofs for one and several parameters are en tirely different; in most cases the theorems stated for several parameters are much more difficult to verify. The so-called atomic decomposition method that can be applied both in the one-and more-parameter cases, was considered for martingales by the author in [216].

Stochastic Analysis

[2] E. Carnal, Processus markoviens à plusieurs parametres, Thesis, Ecole Polytechnique Fédérale de Lausanne, 1979. ... Une propriété markovienne et diffusions associées, Processus Aléatoires à Deux Indices, Lect. N. Math.

Author: Eddy Mayer-Wolf

Publisher: Academic Press

ISBN: 1483218708

Category: Mathematics

Page: 552

View: 995

Stochastic Analysis: Liber Amicorum for Moshe Zakai focuses on stochastic differential equations, nonlinear filtering, two-parameter martingales, Wiener space analysis, and related topics. The selection first ponders on conformally invariant and reflection positive random fields in two dimensions; real time architectures for the Zakai equation and applications; and quadratic approximation by linear systems controlled from partial observations. Discussions focus on predicted miss, review of basic sequential detection problems, multigrid algorithms for the Zakai equation, invariant test functions and regularity, and reflection positivity. The text then takes a look at a model of stochastic differential equation in Hubert spaces applicable to Navier Stokes equation in dimension 2; wavelets as attractors of random dynamical systems; and Markov properties for certain random fields. The publication examines the anatomy of a low-noise jump filter, nonlinear filtering with small observation noise, and closed form characteristic functions for certain random variables related to Brownian motion. Topics include derivation of characteristic functions for the examples, proof of the theorem, sequential quadratic variation test, asymptotic optimal filters, mean decision time, and asymptotic optimal filters. The selection is a valuable reference for researchers interested in stochastic analysis.


Alexander Ideals of Links

863 : Processus Aléatoires à Deux Indices . Procee Edited by H . Korezlioglu , G . Mazziotto and J . Szpirglas . 1981 . Vol . 864 : Complex Analysis and Spectral Theory . 1979 / 80 . Edited by V . P . Havin and N . K . Nikol ' skii ...

Author: J. A. Hillman

Publisher: Lecture Notes in Mathematics

ISBN:

Category: Mathematics

Page: 178

View: 716


Seminar on Stochastic Analysis Random Fields and Applications

[16] H. Korezlioglu, P. Lefort and G. Mazziotto, Une propriété markovienne et diffusions associées, in Processus aléatoires à deux indices, Springer, 1981, 245–274. |17| Y. Le Jan, Quasi-continuous functions and Hunt processes, J. Math.

Author: Robert Dalang

Publisher: Birkhäuser

ISBN: 3034886810

Category: Mathematics

Page: 300

View: 988

A collection of 20 refereed research or review papers presented at a six-day seminar in Switzerland. The contributions focus on stochastic analysis, its applications to the engineering sciences, and stochastic methods in financial models, which was the subject of a minisymposium.