scientific article; zbMATH DE number 3400258
From MaRDI portal
Publication:5667328
Cited in
(only showing first 100 items - show all)- The strong p-variation of martingales and orthogonal series
- On inequalities for two-parameter martingales
- A stochastic calculus for continuous N-parameter strong martingales
- The continuity of the quadratic variation of two-parameter martingales
- Martingale inequalities in rearrangement invariant function spaces
- Upper bounds for the \(L_ p\)-norms of martingales
- Changes of law, martingales and the conditioned square function
- Weighted norm inequality for operator on martingales
- Maximal inequalities, convexity inequality, and their duality. II
- An inequality for the conditioned square functions on martingales
- Walsh-Fourier series and their generalizations in Orlicz spaces
- Inequalities and duality results with respect to two-parameter strong martingales
- Domination inequality for martingale transforms of a Rademacher sequence
- Burkholder's inequalities associated with Orlicz functions in rearrangement invariant spaces
- Noncommutative Burkholder/Rosenthal inequalities associated with convex functions
- Localization of directed polymers with general reference walk
- Decision-theoretic sensitivity analysis for reservoir development under uncertainty using multilevel quasi-Monte Carlo methods
- Weak nonmild solutions to some SPDEs
- Burkholder-Davis-Gundy inequalities in UMD Banach spaces
- Analysis of a stratified Kraichnan flow
- Wong-zakai approximation and support theorem for semilinear stochastic partial differential equations with finite dimensional noise in the whole space
- Variance-based subgradient extragradient method for stochastic variational inequality problems
- Diffusion-approximation for a kinetic spray-like system with random forcing
- Spatial ergodicity for SPDEs via Poincaré-type inequalities
- Global dynamics of stochastic tidal equations
- Existence of martingale solutions for stochastic flocking models with local alignment
- The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
- Multilevel bootstrap particle filter
- -moment martingale inequalities on Lorentz spaces with variable exponents
- Improved bounds for discretization of Langevin diffusions: near-optimal rates without convexity
- Central limit theorems for parabolic stochastic partial differential equations
- Homogenization of stochastic conservation laws with multiplicative noise
- Central limit theorem for the antithetic multilevel Monte Carlo method
- The endpoint distribution of directed polymers
- A stochastic sewing lemma and applications
- Local characteristics and tangency of vector-valued martingales
- Atomic decompositions and asymmetric Doob inequalities in noncommutative symmetric spaces
- One modification of the martingale transform and its applications to paraproducts and stochastic integrals
- An infeasible stochastic approximation and projection algorithm for stochastic variational inequalities
- Burkholder-Gundy-Davis inequality in martingale Hardy spaces with variable exponent
- Decision-making under uncertainty: using MLMC for efficient estimation of EVPPI
- Power and exponential moments of the number of visits and related quantities for perturbed random walks
- New martingale inequalities and applications to Fourier analysis
- On the existence and position of the farthest peaks of a family of stochastic heat and wave equations
- Initial measures for the stochastic heat equation
- On maximal functions for Mikhlin-Hörmander multipliers
- Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation
- Two fast variance-reduced proximal gradient algorithms for SMVIPs -- stochastic mixed variational inequality problems with suitable applications to stochastic network games and traffic assignment problems
- On some inequalities for the optional projection and the predictable projection of a discrete parameter process
- The maximal function and conditional square function control the variation: an elementary proof
- Noncommutative maximal inequalities associated with convex functions
- Intermittency and Chaos for a Nonlinear Stochastic Wave Equation in Dimension 1
- The smoothing transform: a review of contraction results
- Noncommutative Davis type decompositions and applications
- Stochastic integrators
- scientific article; zbMATH DE number 3844787 (Why is no real title available?)
- Johnson-Schechtman inequalities for noncommutative martingales
- Strong variational and jump inequalities in harmonic analysis
- On the chaotic character of the stochastic heat equation. II
- On the chaotic character of the stochastic heat equation, before the onset of intermitttency
- Vector-valued tree martingales
- Une extension d'une inégalité de burkholder, davis, gundy pour les processus à α-variation bornée et applications
- Stochastic integrators with stationary independent increments
- La variation d'ordre p des semi-martingales
- A counterexample concerning the relation between decoupling constants and UMD-constants
- Asymptotically optimal sequential tests for nonhomogeneous processes
- Sharp maximal inequalities for stochastic processes
- A Wong-Zakai theorem for the stochastic mass-critical nonlinear Schrödinger equation
- Accuracy of multiscale reduction for stochastic reaction systems
- Baum-Katz type theorems with exact threshold
- On the time discretization of stochastic optimal control problems: the dynamic programming approach
- Variance-based modified backward-forward algorithm with line search for stochastic variational inequality problems and its applications
- Martingale inequalities in symmetric spaces with semimultiplicative weight
- Continuous-time robust dynamic programming
- The joint law of terminal values of a nonnegative submartingale and its compensator
- Extragradient Method with Variance Reduction for Stochastic Variational Inequalities
- Analysis of nested multilevel Monte Carlo using approximate normal random variables
- On the maximal inequalities of Burkholder, Davis and Gundy
- Long time behavior of stochastic NLS with a small multiplicative noise
- Stochastic Processes in the Decades after 1950
- On some inequalities for Doob decompositions in Banach function spaces
- Phase analysis for a family of stochastic reaction-diffusion equations
- Maximal inequalities and some applications
- Central limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein's method
- Distances in \(\frac{1}{\|x-y\|^{2d}}\) percolation models for all dimensions
- Maximal inequalities of the Itô integral with respect to Poisson random measures or Lévy processes on Banach spaces
- Small subspaces of L_p
- Volatility estimation of hidden Markov processes and adaptive filtration
- Martingale inequalities in Orlicz-Karamata modular spaces
- \(\Phi\)-moment \(\mathbf{B}\)-valued martingale inequalities on Lorentz spaces
- An invariance principle for the 1D KPZ equation
- Interpolation and \(\Phi \)-moment inequalities of noncommutative martingales
- A stochastic reconstruction theorem
- Interchange between Hardy-Lorentz-Karamata spaces of predictable martingales
- Gaussian fluctuations for the two-urn model
- Viscosity estimation for 2D pipe flows. I: Construction, consistency, asymptotic normality
- Multi-parameter product martingale Musielak-Orlicz Hardy spaces and inequalities
- On the -Euler-Maruyama scheme for time inhomogeneous jump-driven SDEs
- Neumann problem for a stochastic Benjamin-Bona-Mahony equation with Riesz fractional derivative
- Long run convergence of discrete-time interacting particle systems of the McKean-Vlasov type
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5667328)
