کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4615422 | 1339315 | 2015 | 21 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
One modification of the martingale transform and its applications to paraproducts and stochastic integrals
ترجمه فارسی عنوان
یک اصلاح تبدیل مارتینگال و کاربرد آن برای تولیدات و انتگرال تصادفی
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز ریاضی
چکیده انگلیسی
In this paper we introduce a variant of Burkholder's martingale transform associated with two martingales with respect to different filtrations. Even though the classical martingale techniques cannot be applied, we show that the discussed transformation still satisfies some expected Lp estimates. Then we apply the obtained inequalities to general-dilation twisted paraproducts, particular instances of which have already appeared in the literature. As another application we construct stochastic integrals â«0tHsd(XsYs) associated with certain continuous-time martingales (Xt)tâ¥0 and (Yt)tâ¥0. The process (XtYt)tâ¥0 is shown to be a “good integrator”, although it is not necessarily a semimartingale, or even adapted to any convenient filtration.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 426, Issue 2, 15 June 2015, Pages 1143-1163
Journal: Journal of Mathematical Analysis and Applications - Volume 426, Issue 2, 15 June 2015, Pages 1143-1163
نویسندگان
Vjekoslav KovaÄ, Kristina Ana Å kreb,