Measures, Integrals and Martingales

From MaRDI portal
Publication:5703918

DOI10.1017/CBO9780511810886zbMath1084.28001OpenAlexW4302966864MaRDI QIDQ5703918

Rene L. Schilling

Publication date: 11 November 2005

Full work available at URL: https://doi.org/10.1017/cbo9780511810886




Related Items (44)

Inverse Reconstruction of Cell Proliferation Laws in Cancer Invasion ModellingInverse problem approaches for mutation laws in heterogeneous tumours with local and nonlocal dynamicsA weak semantic approach to bisimulation metrics in models with nondeterminism and continuous state spacesPortfolio insurance: gap risk under conditional multiplesOn directional convolution equivalent densitiesEndpoint estimates of positive operators in a filtered measure spaceKOLMOGOROV CONDITIONALIZERS CAN BE DUTCH BOOKED (IF AND ONLY IF THEY ARE EVIDENTIALLY UNCERTAIN)Direct search based on probabilistic feasible descent for bound and linearly constrained problemsAttainability and lower semi-continuity of the relative entropy of entanglement and variations on the themeRepresentation theorem and viability property for multidimensional BSDEs and their applicationsEquilibrium selection in multi-leader-follower games with vertical informationOptimization formulation and monotonic solution method for the Witsenhausen problemGlobal regularity and convergence to equilibrium of reaction-diffusion systems with nonlinear diffusionWasserstein contraction and spectral gap of slice sampling revisitedConcentration of invariant means and dynamics of chain stabilizers in continuous geometriesA fixed point theorem in the space of integrable functions and applicationsDimension-independent spectral gap of polar slice samplingOn a class of minimum contrast estimators for Gegenbauer random fieldsExact long time behavior of some regime switching stochastic processesPolyak-Łojasiewicz inequality on the space of measures and convergence of mean-field birth-death processesOn the coupling property and the Liouville theorem for Ornstein-Uhlenbeck processesFatou's lemma and lower epi-limits of integral functionalsNecessary condition for eigensolutions of the 1-Laplace operator by means of inner variationsOn grand Sobolev spaces and pointwise description of Banach function spacesForward-backward stochastic differential equation games with delay and noisy memoryRandom walk in balls and an extension of the Banach integral in abstract spacesSemilinear Dirichlet problem for the fractional LaplacianGlobal existence for reaction-diffusion systems with nonlinear diffusion and control of massA Theoretical Investigation of Time-Dependent Kohn--Sham EquationsTwo-weighted estimates for positive operators and Doob maximal operators on filtered measure spacesSemilinear equations for non-local operators: beyond the fractional LaplacianDistributed dynamic programming for discrete-time stochastic control, and idempotent algorithmsWeighted estimates for the bilinear maximal operator on filtered measure spacesOn superlinear \(p\)-Laplace equationsState Distributions and Minimum Relative Entropy Noise Sequences in Uncertain Stochastic Systems: The Discrete-Time CaseAspects of Micro-Local Analysis and Geometry in the Study of Lévy-Type GeneratorsThree Chapters of Measure Theory in Isabelle/HOLInterchanging a limit and an integral: necessary and sufficient conditionsVanishing geodesic distance for the Riemannian metric with geodesic equation the KdV-equationThe Kalton centralizer on 𝐿_{𝑝}[0,1 is not strictly singular] ⋮ Optimal equivariant prediction regions based on multiply type-II censored generalized order statistics from exponential distributionsGeneralized Stieltjes functions and their exact orderCross-Entropy-Based Importance Sampling with Failure-Informed Dimension Reduction for Rare Event SimulationDonsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process




This page was built for publication: Measures, Integrals and Martingales