Publication:3217388
From MaRDI portal
zbMath0554.60075MaRDI QIDQ3217388
Publication date: 1984
Hardy spaces; strong Markov property; BMO-spaces; boundary behavior of harmonic functions; Lévy's theorem on winding numbers
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J65: Brownian motion
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
35Jxx: Elliptic equations and elliptic systems
Related Items
Transience of a Pair of Local Martingales, A polynomially bounded operator on Hilbert space which is not similar to a contraction, Pricing Options On Risky Assets In A Stochastic Interest Rate Economy1, Misspecified asset price models and robust hedging strategies, Unnamed Item, A probabilistic proof of the fundamental theorem of algebra, Finite difference approximation of the pressure equation for fluid flow in a stochastic medium — a probabilistic approach, Doob: A Half-Century on, Conditioned Brownian motion in planar domains, \(\varepsilon\)-near methods and applications to boundary value problems, Doing analysis by tossing a coin., A martingale system theorem for stock investments, Nontangential and probabilistic boundary behavior of pluriharmonic functions, On functions in \(p\)-adic \(BMO\) and the distribution of prime integers, The probability of survival for the biased voter model in a random environment, Curvature of the convex hull of planar Brownian motion near its minimum point, The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest, Bounded double square functions, The lifetime of conditioned Brownian motion in certain Lipschitz domains, Multidimensional random walks in random environments with subclassical limiting behavior, Brownian excursions and minimal thinness. III: Applications to the angular derivative problem, Ruin problems and myopic portfolio optimization in continuous trading, Analytic martingale convergence, Reflected Brownian motion with skew symmetric data in a polyhedral domain, Stochastic differential geometry: An introduction, Continuity of filtrations of sigma algebras, A stochastic approach to quasi-everywhere boundary convergence of harmonic functions, Densité de l'intégrale d'aire dans \({\mathbb{R}}_+^{n+1}\) et limites non tangentielles. (Density of the area integral in \({\mathbb{R}}_ +^{n+1}\) and non-tangential limits), Asymptotic properties of solutions of multidimensional stochastic differential equations, Comparison theorems for the gap of Schrödinger operators, An analogue for harmonic functions of Kolmogorov's law of the iterated logarithm, A representation of local time for Lipschitz surfaces, On the existence of diffusions with singular drift coefficient, Plurisubharmonic martingales and barriers in complex quasi-Banach spaces, Intrinsic ultracontractivity and the Dirichlet Laplacian, Stochastic processes in conformal Riemann-Cartan-Weyl gravitation, On martingales and Feller semigroups, On reflecting diffusion processes and Skorokhod decompositions, Convergence of vector valued plurisubharmonic martingales with two indices, Option replication with transaction costs: general diffusion limits, Windings of Brownian motion and random walks in the plane, On the range of \({\mathbb{R}}^2\) or \({\mathbb{R}}^3\)-valued harmonic morphisms, Martin boundaries of sectorial domains, Winding numbers for 2-dimensional, positive recurrent diffusions, Stochastic boundary value problems: A white noise functional approach, Dynamic spanning without probabilities, Some comments on a simple nonlinear filter with application to adaptive control, An infinite expansion for nonlinear filtering, Brownian motion and the fundamental frequency of a drum, On the existence of positive solutions for semilinear elliptic equations with Neumann boundary conditions, A martingale study of the Beurling-Ahlfors transform in \(\mathbb{R}^ n\), The size of the set where a univalent function is large, The disconnection exponent for simple random walk, Holomorphic diffusions and boundary behavior of harmonic functions, On the geometry of the random representations for viscous fluids and a remarkable pure noise representation, Riesz transforms on compact Lie groups, spheres and Gauss space, The valuation of American call options on the minimum of two dividend-paying assets, Scaling limits of loop-erased random walks and uniform spanning trees, Some thoughts about random walks on figure eight, Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process, Convergence rate of some semi-groups to their invariant probability, Random diffeomorphisms and integration of the classical Navier-Stokes equations, Innovation diffusion uncertainty, advertising and pricing policies, A Heisenberg inequality for stochastic integrals, Brownian motion characterization of some Besov--Lipschitz spaces on domains, An L log L characterization of \(H^ 1\), Generalization of an inequality of Birnbaum and Marshall, with applications to growth rates for submartingales, Local times for Brownian motion on the Sierpinski carpet, The heat equation and reflected Brownian motion in time-dependent domains., Diffusion processes and second order elliptic operators with singular coefficients for lower order terms, On the ultimate value of local time of one-dimensional super-Brownian motion, Sharp inequalities for martingales with applications to the Beurling-Ahlfors and Riesz transforms, Two-sided optimal bounds for Green functions of half-spaces for relativistic \(\alpha\)-stable process, Relative Fatou's theorem for (\(-\Delta)^{\alpha/2}\)-harmonic functions in bounded \(\kappa\)-fat open sets, Fatou's Theorem for censored stable processes., The lifetime of conditioned Brownian motion in planar domains of infinite area, Approximation theorems for stochastic economies with incomplete markets, On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved, Loop-erased walks and total positivity, Random walk method for the two‐ and three‐dimensional Laplace, Poisson and Helmholtz's equations, Unnamed Item, Boundary behavior of SLE, Probabilistic Square Functions and a Priori Estimates, Brownian Excursions from Hyperplanes and Smooth Surfaces, Approximation of Jensen Measures by Image Measures Under Holomorphic Functions and Applications, Postive solutions of schrödinger's equation on trees, Different types of spdes in the eyes of girsanov's theorem, Transition operators of diffusions reduce zero-crossing, MINIMIZING TRANSACTION COSTS OF OPTION HEDGING STRATEGIES
