Adaptive martingale approximations

DOI10.1007/S00041-008-9037-XMaRDI QIDQ734947zbMATH OpenOpenAlexFDO

Authors Sebastian E. Ferrando, Pedro J. Catuogno, Alfredo L. González

Publication date 14 October 2009

Published in The Journal of Fourier Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00041-008-9037-x

zbMATH Keywords

martingalespointwise convergenceconditional expectationsH-systems

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Martingales with discrete parameter (60G42) Approximation by arbitrary nonlinear expressions; widths and entropy (41A46)

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Cites work

• scientific article; zbMATH DE number 1614268 (Why is no real title available?)
• scientific article; zbMATH DE number 3538599 (Why is no real title available?)
• scientific article; zbMATH DE number 1116601 (Why is no real title available?)
• A new class of unbalanced Haar wavelets that form an unconditional basis for \(L_ p\) on general measure spaces
• Greedy algorithms and M-term approximation with regard to redundant dictionaries
• Martingale Theory and Pointwise Convergence of Certain Orthogonal Series
• Matching pursuits with time-frequency dictionaries
• Nonlinear approximation in finite-dimensional spaces
• Restricted nonlinear approximation
• Tree approximation and optimal encoding
• Vector greedy algorithms

Cited in

(2)

• On martingale approximation of adapted processes
• Efficient hedging of options with probabilistic Haar wavelets

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