Stochastic characterization of plurisubharmonicity and convexity of functions
Banach Center Publications (2015)
- Volume: 107, Issue: 1, page 175-181
- ISSN: 0137-6934
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topMaciej Klimek. "Stochastic characterization of plurisubharmonicity and convexity of functions." Banach Center Publications 107.1 (2015): 175-181. <http://eudml.org/doc/282328>.
@article{MaciejKlimek2015,
abstract = {It is described how both plurisubharmonicity and convexity of functions can be characterized in terms of simple to work with classes of holomorphic martingales, namely a class of driftless Itô processes satisfying a skew-symmetry property and a family of linear modifications of Brownian motion parametrized by a compact set.},
author = {Maciej Klimek},
journal = {Banach Center Publications},
keywords = {plurisubharmonic functions; convex functions; Brownian motion; holomorphic martingales},
language = {eng},
number = {1},
pages = {175-181},
title = {Stochastic characterization of plurisubharmonicity and convexity of functions},
url = {http://eudml.org/doc/282328},
volume = {107},
year = {2015},
}
TY - JOUR
AU - Maciej Klimek
TI - Stochastic characterization of plurisubharmonicity and convexity of functions
JO - Banach Center Publications
PY - 2015
VL - 107
IS - 1
SP - 175
EP - 181
AB - It is described how both plurisubharmonicity and convexity of functions can be characterized in terms of simple to work with classes of holomorphic martingales, namely a class of driftless Itô processes satisfying a skew-symmetry property and a family of linear modifications of Brownian motion parametrized by a compact set.
LA - eng
KW - plurisubharmonic functions; convex functions; Brownian motion; holomorphic martingales
UR - http://eudml.org/doc/282328
ER -
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