Brownian Motion with Partial Information

DOI10.2307/1998906zbMath0492.60079OpenAlexW4236323948MaRDI QIDQ3954617

Terry R. McConnell

Publication date: 1982

Full work available at URL: https://doi.org/10.2307/1998906

zbMATH Keywords

Hardy spacemaximal functionexit timeharmonic majorization

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales and classical analysis (60G46)

Related Items (1)

Exit times of N-dimensional random walks

Cites Work

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• Brownian motion and analytic functions
• One-sided maximal functions and H\(^p\)
• Distribution function inequalities for martingales
• Renaissance, recollements, mélanges, ralentissement de processus de Markov
• Spherical rearrangements, subharmonic functions, and \(\ast\)-functions in \(n\)-space
• Exit times of Brownian motion, harmonic majorization, and Hardy spaces
• Extrapolation and interpolation of quasi-linear operators on martingales
• Conditional brownian motion and the boundary limits of harmonic functions
• A Maximal Function Characterization of the Class H p

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