Measures, Integrals and Martingales

From MaRDI portal
Publication:2977755

DOI10.1017/CBO9780511810886zbMath1360.28001OpenAlexW4302966864MaRDI QIDQ2977755

Rene L. Schilling

Publication date: 20 April 2017

Full work available at URL: https://doi.org/10.1017/cbo9780511810886




Related Items

Default consequence relations from topology and measure theoryVortex flow, a couple important theorems, and an introduction to distributionsComputational hardness of optimal fair computation: beyond MinicryptLévy Processes, Generalized Moments and Uniform IntegrabilitySubexponential potential asymptotics with applicationsA probabilistic proof of Schoenberg's theoremMarkovian imprecise jump processes: extension to measurable variables, convergence theorems and algorithmsBochner's subordination and fractional caloric smoothing in Besov and Triebel–Lizorkin spacesFast Calibration for Computer Models with Massive Physical ObservationsTransport Monte Carlo: High-Accuracy Posterior Approximation via Random TransportSchauder estimates for equations associated with Lévy generatorsSelf-similar solution for fractional Laplacian in conesPerron–Frobenius Operator Filter for Stochastic Dynamical SystemsAbsence of ground states in the translation invariant massless Nelson modelMaximal inequalities and some applicationsDifferentiation of measures on an arbitrary measurable spaceThe generalized two-sided beta distribution with applications in project risk analysisYaglom limit for unimodal Lévy processesProbability distributions and the maximum entropy principleSemilinear Dirichlet problem for subordinate spectral LaplacianDynamically complete markets under Brownian motionMortality and Healthcare: A Stochastic Control Analysis under Epstein--Zin PreferencesStrong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEsRelationship between two types of superdecomposition integrals on finite spacesMoment explosions in the rough Heston modelSchauder estimates for Poisson equations associated with non-local Feller generatorsA Liouville theorem for Lévy generatorsWealth concentration in systems with unbiased binary exchangesCompactness of symmetric Markov semigroups and boundedness of eigenfunctionsOptimal Hardy inequality for the fractional Laplacian on \(L^p\)Long range dependence for stable random processesDistance multivariance: new dependence measures for random vectorsFeller generators with measurable lower order termsBlack-box use of one-way functions is useless for optimal fair coin-tossingConvolution inequalities for Besov and Triebel–Lizorkin spaces, and applications to convolution semigroupsThe Boué-Dupuis formula and the exponential hypercontractivity in the Gaussian spaceInterior Schauder estimates for elliptic equations associated with Lévy operators