Approximation of Jensen Measures by Image Measures Under Holomorphic Functions and Applications

DOI10.2307/2154129zbMath0758.46014OpenAlexW4231430854MaRDI QIDQ4018454

Walter Schachermayer, Shang Quan Bu

Publication date: 16 January 1993

Full work available at URL: https://doi.org/10.2307/2154129

zbMATH Keywords

Hahn-Banach theoremapproximationRadon probability measurefirst momentJensen measuresanalytic martingaleHardy martingaleplurisubharmonic martingaleanalytic martingale transform spacesanalytic Radon-Nikodym property of Banach spacesconvergence of plurisubharmonic martingalesspace of all finite measures

Mathematics Subject Classification ID

Geometry and structure of normed linear spaces (46B20) Radon-Nikodým, Kre?n-Milman and related properties (46B22) Martingales and classical analysis (60G46) Plurisubharmonic functions and generalizations (32U05)

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Cites Work

• The complex convexity of quasi-normed linear spaces
• Analytic martingale convergence
• Lectures on disintegration of measures. (Notes by S. Ramaswamy)
• Boundary properties of analytic and harmonic functions with values in Banach space
• Extremal integral representations
• \(G_{\delta}\)-embeddings in Hilbert space. II
• Martingale Transforms and Complex Uniform Convexity
• On martingales with values in a complex Banach space
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