Mathematical Sciences: Tangency, Hypercontractivity and other Domination Concepts for Stochastic Processes

首席研究员和他的合作者S. Kwapien将研究独立随机变量、鞅差序列、从属序列和其他支配序列的和比较的新方法。将采用的技术利用了切线、解耦和超收缩的概念。这些方法适用于连续时间随机过程和单、多重随机积分的研究。

The principal investigator with his collaborator S. Kwapien will study new methods for comparison of sums of independent random variables, martingale difference sequences, subordinated sequences, and other dominated sequences. The techniques that will be employed exploit the concepts of tangency, decoupling and hypercontractivity. These methods are applied to study of continuous time stochastic processes and single and multiple stochastic integrals.