Convex concentration inequalities and forward-backward stochastic calculus.

Klein, Thierry; Ma, Yutao; Privault, Nicolas

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

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Strong and weak solutions to stochastic inclusions

Michał Kisielewicz (1995)

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Existence of strong and weak solutions to stochastic inclusions $x_{t} - x_{s} \in \int_{s}^{t} F_{τ} (x_{τ}) d τ + \int_{s}^{t} G_{τ} (x_{τ}) d w_{τ} + \int_{s}^{t} \int_{ℝ^{n}} H_{τ, z} (x_{τ}) q (d τ, d z)$ and $x_{t} - x_{s} \in \int_{s}^{t} F_{τ} (x_{τ}) d τ + \int_{s}^{t} G_{τ} (x_{τ}) d w_{τ} + \int_{s}^{t} \int_{| z | \leq 1} H_{τ, z} (x_{τ}) q (d τ, d z) + \int_{s}^{t} \int_{| z | > 1} H_{τ, z} (x_{τ}) p (d τ, d z)$ , where p and q are certain random measures, is considered.

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Janusz Krzyszkowski (1995)

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Latif, Naveed, Pečarić, J., Perić, I. (2011)

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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.