Displaying similar documents to “Convex concentration inequalities and forward-backward stochastic calculus.”

Strong and weak solutions to stochastic inclusions

Michał Kisielewicz (1995)

Banach Center Publications

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Existence of strong and weak solutions to stochastic inclusions x t - x s ∈ ∫ s t F τ ( x τ ) d τ + ∫ s t G τ ( x τ ) d w τ + ∫ s t ∫ ℝ n H τ , z ( x τ ) q ( d τ , d z ) and x t - x s ∈ ∫ s t F τ ( x τ ) d τ + ∫ s t G τ ( x τ ) d w τ + ∫ s t ∫ | z | ≤ 1 H τ , z ( x τ ) q ( d τ , d z ) + ∫ s t ∫ | z | > 1 H τ , z ( x τ ) p ( d τ , d z ) , where p and q are certain random measures, is considered.

Necessary and sufficient conditions for generalized convexity

Janusz Krzyszkowski (1995)

Annales Polonici Mathematici

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We give some necessary and sufficient conditions for an n-1 times differentiable function to be a generalized convex function with respect to an unrestricted n-parameter family.

Plurisubharmonic saddles

Siegfried Momm (1996)

Annales Polonici Mathematici

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A certain linear growth of the pluricomplex Green function of a bounded convex domain of ℂ N at a given boundary point is related to the existence of a certain plurisubharmonic function called a “plurisubharmonic saddle”. In view of classical results on the existence of angular derivatives of conformal mappings, for the case of a single complex variable, this allows us to deduce a criterion for the existence of subharmonic saddles.