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Showing 1 to 3 of 3 for “"martingale inequalities"”.
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On the Operator Space UMD Property and Non-Commutative Martingale Inequalities
We prove that for 1 ≤ p < q < infinity the analogue of the classical result BMO,Lp pq = Lq holds in the setting of a finite von Neumann algebra M , equipped with an increasing filtration ( M n)n≥1 of von Neumann subalgebras. We also obtain the corresponding results for the real method of …
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On the pathwise large deviations of stochatic differential and functional differential equations with applications to finance
… comparison and time change methods, as well as martingale inequalities, to determine the almost sure rate of growth of the running maximum of functionals of the solution. The third chapter examines the exact almost sure rate of growth of the large deviations for affine stochastic functional …
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Poincar�� inequalities in noncommutative Lp spaces
Item withdrawn by Mark Zulauf (zulauf@illinois.edu) on 2014-07-11T17:41:22Z Item was in collections: University of Illinois Theses & Dissertations (ID: 1) No. of bitstreams: 1 Zeng_Qiang.pdf: 1079162 bytes, checksum: 9bc39920faa20922d493e9a86e6e6403 (MD5)