A conformal Skorokhod embedding. (English) Zbl 1450.60032
Reviewer: Krzysztof J. Szajowski (Wrocław)
Found 40 Documents (Results 1–40)
Local martingales associated with Schramm-Loewner evolutions with internal symmetry. (English) Zbl 1402.60103
New Bellman functions and subordination by orthogonal martingales in \(L^p\), \(1 < p\leq 2\). (English) Zbl 1359.42006
Chanillo, Sagun (ed.) et al., Harmonic analysis, partial differential equations and applications. In honor of Richard L. Wheeden. Basel: Birkhäuser/Springer (ISBN 978-3-319-52741-3/hbk; 978-3-319-52742-0/ebook). Applied and Numerical Harmonic Analysis, 239-273 (2017).
Predictable projections of conformal stochastic integrals: an application to Hermite series and to Widder’s representation. (English) Zbl 1258.60035
Continuous LERW started from interior points. (English) Zbl 1204.82023
Reviewer: Nijole Kalinauskaitė (Vilnius)
The law of the iterated logarithm for SLE. (English) Zbl 1140.60016
Reviewer: J. W. Hagood (Flagstaff)
CFTs of SLEs: the radial case. (English) Zbl 1246.81313
A stochastic Riemann-Hilbert boundary value problem in conformal martingales of classes \(H^p\) and a bounded mean oscillator. (Russian) Zbl 1108.35380
Reviewer: Evgenij Nechaev (Moskva)
Discrete martingales and applications to analysis. (English) Zbl 1037.60038
Reviewer: Kestutis Kubilius (Vilnius)
Bounded plateau and Weierstrass martingales with infinite variation in each direction. (English) Zbl 1059.30503
Reviewer: Dimitrios Betsakos (Thessaloniki)
Asymptotic behaviour of certain martingales with values in a Riemannian manifold. (Comportement asymptotique de certaines martingales à valeurs dans une variété riemannienne.) (French) Zbl 0920.58063
Reviewer: Mihai Gradinaru (Nancy)
Quasiconformal martingales. (Russian. English summary) Zbl 0926.60037
Reviewer: B.Grigelionis (Vilnius)
On the growth of meromorphic functions on the unit disc and conformal martingales. (English) Zbl 1054.30518
Characterization of holomorphic processes among the conformal martingales. (English) Zbl 0728.60080
Reviewer: Nguyen Xuan-Loc (Hanoi)
MSC:
60J45
A continuous martingale in the plane that may spiral away to infinity. (English) Zbl 0737.60036
Séminaire de probabilités, Lect. Notes Math. 1485, 284-290 (1991).
MSC:
60G44
Conformal martingales in stochastic mechanics. (English) Zbl 0771.60034
Stochastic processes and their applications, Proc. Symp. Honour Prof. S. K. Srinivasan, Bombay/India 1990, Lect. Notes Econ. Math. Syst. 370, 62-68 (1991).
Reviewer: S.K.Srinivasan (Madras)
Holomorphic, subharmonic and subholomorphic processes. (English) Zbl 0707.60041
Reviewer: P.A.Meyer
When is a stochastic integral a time change of a diffusion? (English) Zbl 0698.60046
Reviewer: K.M.Ramachandran
Probability methods in the theory of conformal mappings. (English. Russian original) Zbl 0736.30006
Leningr. Math. J. 1, No. 1, 1-56 (1990); translation from Algebra Anal. 1, No. 1, 3-59 (1989).
Reviewer: Ch.Pommerenke (Berlin)
Stochastic differential equations and diffusion processes. 2nd ed. (English) Zbl 0684.60040
North-Holland Mathematical Library, 24. Amsterdam etc.: North-Holland; Tokyo: Kodansha Ltd. xvi, 555 p. $ 147.25; Dfl. 280.00 (1989).
Reviewer: M.Breger
Compléments sur les martingales conformes. (Complements on conformal martingales). (English) Zbl 0649.60056
A stochastic approach to the Shilov boundary. (English) Zbl 0634.32012
Reviewer: M.Hervé
Conformal martingale diffusions and Shilov boundaries. (English) Zbl 0625.32018
Potential theory and its related fields, Proc. Symp., Kyoto/Jap. 1986, RIMS Kokyuroku 610, 145-156 (1987).
Smooth conformal martingales and fine holomorphy. (English) Zbl 0619.60051
Reviewer: B.Øksendal
On the power series representation of smooth conformal martingales. (English) Zbl 0622.60057
Reviewer: M.P.Jerschow
Complements sur les martingales conformes. (Complements on conformal martingales). (French) Zbl 0621.60055
Reviewer: J.Walsh
On the continuity of plurisubharmonic functions along conformal diffusions. (English) Zbl 0614.60044
Reviewer: J.Walsh
On conformal martingale diffusions and pluripolar sets. (English) Zbl 0537.60082
Reviewer: M.C.Cranston
Sur les martingales locales continues indexees par ]0,infinity[. (French) Zbl 0524.60053
Semin. de probabilites XVII, Proc. 1981/82, Lect. Notes Math. 986, 162-178 (1983).
MSC:
60G44
The Helson-Szegoe theorem and \(A_p\)-functions for Brownian motion and several variables. (English) Zbl 0505.60056
Singularities of locally analytic processes (with applications in the study of finely holomorphic and finely harmonic functions.). (English) Zbl 0478.60081
Potential theory, Proc. Colloq., Copenhagen 1979, Lect. Notes Math. 787, 267-288 (1980).
Martingales conformes sur une variété analytique complexe. (French) Zbl 0446.60031
Semin. P. Lelong - H. Skoda, Analyse, Annees 1978/79, Lect. Notes Math. 822, 191-198 (1980).
Semi-martingales sur des variétés, et martingales conformes sur des variétés analytiques complexes. (French) Zbl 0433.60047
Lecture Notes in Mathematics. 780. Berlin-Heidelberg-New York: Springer-Verlag. XV, 132 p. DM 18.00; $ 10.70 (1980).
Filter Results by …
Document Type
- Journal Articles (30)
- Collection Articles (7)
- Books (3)
all
top 5
Author
- Nguyen Xuan Loc (4)
- Schwartz, Laurent (4)
- Fukushima, Masatoshi (2)
- Kaneko, Hiroshi (2)
- Klimentov, Sergeĭ Borisovich (2)
- Ransford, Thomas J. (2)
- Taniguchi, Setsuo (2)
- Atsuji, Atsushi (1)
- Bauer, Michel (1)
- Bernard, Denis (1)
- Calais, J. Y. (1)
- Casserini, Matteo (1)
- Delbaen, Freddy (1)
- Dubins, Lester E. (1)
- Ducourtioux, Jean-Louis (1)
- Émery, Michel (1)
- Genin, M. (1)
- González Llorente, José (1)
- Gross, Renan (1)
- Ikeda, Nobuyuki (1)
- Janakiraman, Prabhu (1)
- Kang, Nam-Gyu (1)
- Katori, Makoto (1)
- Koshida, Shinji (1)
- Levin, Genadi M. (1)
- Makarov, Nikolai Georgievich (1)
- Michel, Dominique (1)
- Moghimi-Araghi, Saman (1)
- Müller, Paul F. X. (1)
- Okada, Masami (1)
- Øksendal, Bernt Karsten (1)
- Parthasarathy, K. V. (1)
- Rajabpour, Mohammad Ali (1)
- Rouhani, Shahin (1)
- Saisho, Yasumasa (1)
- Świątek, Grzegorz (1)
- Tanemura, Hideki (1)
- Ubøe, Jan (1)
- Varopoulos, Nicholas Theodore (1)
- Volberg, Alexander Lvovich (1)
- Watanabe, Shinzo (1)
- Yor, Marc (1)
- Zhan, Dapeng (1)
all
top 5
Serial
- J. Funct. Anal. (3)
- Osaka J. Math. (3)
- Electron. Commun. Probab. (2)
- Izv. Vyssh. Uchebn. Zaved., Sev.-Kavk. Reg., Estestv. Nauki (2)
- Ber., Univ. Jyväskylä, Math. Inst. (2)
- J. Math. Phys. (1)
- Nucl. Phys., B (1)
- Phys. Lett., B (1)
- Bull. Sci. Math., II. Sér. (1)
- J. Multivariate Anal. (1)
- Keio Math. Semin. Rep. (1)
- Math. Scand. (1)
- Nagoya Math. J. (1)
- Proc. Lond. Math. Soc. (3) (1)
- Ergodic Theory Dyn. Syst. (1)
- J. Theor. Probab. (1)
- Leningr. Math. J. (1)
- Int. Math. Res. Not. (1)
- Acta Math. Univ. Comen., New Ser. (1)
- Stochastic Processes Appl. (1)
- J. Math. Sci., Tokyo (1)
- Bull. Sci. Math. (1)
- Electron. J. Probab. (1)
- C. R. Acad. Sci., Paris, Sér. A (1)
- Lect. Notes Math. (1)
- North-Holland Math. Libr. (1)
