Adaptive martingale approximations

DOI10.1007/S00041-008-9037-XzbMATH Open1178.60030OpenAlexW2092676592MaRDI QIDQ734947FDOQ734947

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

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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)

Cites Work

• Matching pursuits with time-frequency dictionaries
• Restricted nonlinear approximation
• Title not available (Why is that?)
• Greedy algorithms and \(M\)-term approximation with regard to redundant dictionaries
• Title not available (Why is that?)
• Tree approximation and optimal encoding
• A new class of unbalanced Haar wavelets that form an unconditional basis for \(L_ p\) on general measure spaces
• Martingale Theory and Pointwise Convergence of Certain Orthogonal Series
• Vector greedy algorithms
• Title not available (Why is that?)
• Nonlinear approximation in finite-dimensional spaces

Cited In (2)

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

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