Conformal martingales

DOI10.1007/BF01425714zbMath0268.60048OpenAlexW4239991349MaRDI QIDQ758798

Publication date: 1972

Published in: Inventiones Mathematicae (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/142150

Mathematics Subject Classification ID

Probabilistic potential theory (60J45)

Related Items (55)

Brownian motion, martingales and Itô formula in Clifford analysis ⋮ The semimartingale decomposition of one-dimensional quasidiffusions with natural scale ⋮ Complex valued multiparameter stochastic integrals ⋮ A stochastic characterization of harmonic morphisms ⋮ Unnamed Item ⋮ Accessibility of infinite dimensional Brownian motion to holomorphically exceptional set ⋮ Riemann integration on complex brownian paths ⋮ On the best constant in the martingale version of Fefferman's inequality ⋮ A Singular Stochastic Integral Equation ⋮ On martingales whose exponential processes satisfy Muckenhoupt's condition \(A_1\) ⋮ On the power series representation of smooth conformal martingales ⋮ A note on \(H^1\text{-}BMO\) duality ⋮ The foundational inequalities of D. L. Burkholder and some of their ramifications ⋮ Orthogonality in complex martingale spaces and connections with the Beurling-Ahlfors transform ⋮ Existence of optimal martingales ⋮ On the transformation of some classes of martingales by a change of law ⋮ A sharp \(L^p\) estimate for the total variation process ⋮ Maximal inequalities and some applications ⋮ \(BLO\) class under the change of measure ⋮ From Markov processes to semimartingales ⋮ Sharp maximal estimates for BMO martingales ⋮ Finely holomorphic functions ⋮ On the semimartingale nature of Feller processes with killing ⋮ On Levy's downcrossing theorem ⋮ Espaces \(H^ p\) au dessus de l'espace hermitien hyperbolique de \(C^ n\) (\(n>1\)). II ⋮ When is a stochastic integral a time change of a diffusion? ⋮ The algebra of bounded holomorphic martingales ⋮ On the best constant in the estimate related to 𝐻¹-𝐵𝑀𝑂 duality ⋮ Embedding \textit{BMO} into weighted \textit{BMO} ⋮ Sharp Lorentz-norm estimates for BMO martingales ⋮ Random times with given survival probability and their \(\mathbb F\)-martingale decomposition formula ⋮ A note on conformal martingales ⋮ The Burgess Davis inequalities via Fefferman's inequality ⋮ The Lamperti correspondence extended to Lévy processes and semi-stable Markov processes in locally compact groups ⋮ Stochastic integrals in the plane ⋮ Analytic functions with bounded mean oscillation and logarithms of \(H^p\) functions ⋮ Formule de Cauchy relative à certains lacets browniens ⋮ On the relations between increasing functions associated with two- parameter continuous martingales ⋮ Weighted norm inequalities for martingales ⋮ On the existence of a conformal martingale ⋮ On limit processes for a class of additive functional of recurrent diffusion processes ⋮ Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson ⋮ Stochastic integral representation of some martingales ⋮ On the maximal inequalities of Burkholder, Davis and Gundy ⋮ A note on exponential martingales ⋮ Semimartingales and Markov processes ⋮ On extremal solutions of martingale problems ⋮ Bounded Mean Oscillation and Regulated Martingales ⋮ Lévy processes on smooth manifolds with a connection ⋮ Simplified stochastic calculus via semimartingale representations ⋮ Stochastic holomorphy ⋮ Decreasing sequences of \(\sigma\)-fields and a measure change for Brownian motion. I ⋮ Brownian motion in hyperspherical co-ordinates ⋮ On conformal martingale diffusions and pluripolar sets ⋮ Finely harmonic morphisms, Brownian path preserving functions and conformal martingales

Cites Work

This page was built for publication: Conformal martingales