Pretraga

Pretražite po imenu i prezimenu autora, mentora, urednika, prevoditelja

Napredna pretraga

Pregled bibliografske jedinice broj: 750458

One modification of the martingale transform and its applications to paraproducts and stochastic integrals

Kovač, Vjekoslav; Škreb, Kristina Ana
One modification of the martingale transform and its applications to paraproducts and stochastic integrals // Journal of mathematical analysis and applications, 426 (2015), 2; 1143-1163 doi:10.1016/j.jmaa.2015.02.015 (međunarodna recenzija, članak, znanstveni)

CROSBI ID: 750458 Za ispravke kontaktirajte CROSBI podršku putem web obrasca

Naslov
One modification of the martingale transform and its applications to paraproducts and stochastic integrals

Autori
Kovač, Vjekoslav ; Škreb, Kristina Ana

Izvornik
Journal of mathematical analysis and applications (0022-247X) 426 (2015), 2; 1143-1163

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
martingale transform ; paraproduct ; multilinear estimate ; the Bellman function ; space of homogeneous type ; stochastic integral ; the Bichteler-Dellacherie theorem ; the Ito construction

Sažetak
In this paper we introduce a variant of Burkholder's martingale transform associated with two martingales with respect to different filtrations. Even though the classical martingale techniques cannot be applied, we show that the discussed transformation still satisfies some expected L^p estimates. Then we apply the obtained inequalities to general-dilation twisted paraproducts, particular instances of which have already appeared in the literature. As another application we construct stochastic integrals associated with certain continuous-time martingales. The product process is shown to be a "good integrator", although it is not necessarily a semimartingale, or even adapted to any convenient filtration.

Izvorni jezik
Engleski

Znanstvena područja
Matematika



POVEZANOST RADA

Projekti:
HRZZ-IP-2013-11-3526 - Stohastičke metode u analitičkim i primijenjenim problemima (SMAAP) (Vondraček, Zoran, HRZZ - 2013-11) ( CroRIS)

Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb,
Građevinski fakultet, Zagreb,
Prirodoslovno-matematički fakultet, Zagreb

Profili:

Avatar Url Kristina Ana Škreb (autor)

Avatar Url Vjekoslav Kovač (autor)

Poveznice na cjeloviti tekst rada:

doi arxiv.org www.sciencedirect.com dx.doi.org

Citiraj ovu publikaciju:

Kovač, Vjekoslav; Škreb, Kristina Ana
One modification of the martingale transform and its applications to paraproducts and stochastic integrals // Journal of mathematical analysis and applications, 426 (2015), 2; 1143-1163 doi:10.1016/j.jmaa.2015.02.015 (međunarodna recenzija, članak, znanstveni)
Kovač, V. & Škreb, K. (2015) One modification of the martingale transform and its applications to paraproducts and stochastic integrals. Journal of mathematical analysis and applications, 426 (2), 1143-1163 doi:10.1016/j.jmaa.2015.02.015.
@article{article, author = {Kova\v{c}, Vjekoslav and \v{S}kreb, Kristina Ana}, year = {2015}, pages = {1143-1163}, DOI = {10.1016/j.jmaa.2015.02.015}, keywords = {martingale transform, paraproduct, multilinear estimate, the Bellman function, space of homogeneous type, stochastic integral, the Bichteler-Dellacherie theorem, the Ito construction}, journal = {Journal of mathematical analysis and applications}, doi = {10.1016/j.jmaa.2015.02.015}, volume = {426}, number = {2}, issn = {0022-247X}, title = {One modification of the martingale transform and its applications to paraproducts and stochastic integrals}, keyword = {martingale transform, paraproduct, multilinear estimate, the Bellman function, space of homogeneous type, stochastic integral, the Bichteler-Dellacherie theorem, the Ito construction} }
@article{article, author = {Kova\v{c}, Vjekoslav and \v{S}kreb, Kristina Ana}, year = {2015}, pages = {1143-1163}, DOI = {10.1016/j.jmaa.2015.02.015}, keywords = {martingale transform, paraproduct, multilinear estimate, the Bellman function, space of homogeneous type, stochastic integral, the Bichteler-Dellacherie theorem, the Ito construction}, journal = {Journal of mathematical analysis and applications}, doi = {10.1016/j.jmaa.2015.02.015}, volume = {426}, number = {2}, issn = {0022-247X}, title = {One modification of the martingale transform and its applications to paraproducts and stochastic integrals}, keyword = {martingale transform, paraproduct, multilinear estimate, the Bellman function, space of homogeneous type, stochastic integral, the Bichteler-Dellacherie theorem, the Ito construction} }

Časopis indeksira:


  • Current Contents Connect (CCC)
  • Web of Science Core Collection (WoSCC)
    • Science Citation Index Expanded (SCI-EXP)
    • SCI-EXP, SSCI i/ili A&HCI
  • Scopus

Uključenost u ostale bibliografske baze podataka::


  • MathSciNet
  • Zentrallblatt für Mathematik/Mathematical Abstracts

Citati:

    Altmetrijski pokazatelji:


    Podijeli:





    Contrast
    Increase Font
    Decrease Font
    Dyslexic Font
    CROSBI koristi kolačiće (cookies) kako bi poboljšao funkcionalnost stranice.