Search for dissertations about: "martingale transform"

Found 2 swedish dissertations containing the words martingale transform.

  2. 1. Sharp Bounds for Calderón-Zygmund Operators in a Vector-Valued Setting

    Author : Andrei Stoica; Matematik (naturvetenskapliga fakulteten); []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Calderón-Zygmund operator; martingale transform; Bellman function; dyadic Haar shift; UMD space; matrix A2 weight; weighted L2-space; Carleson embedding theorem;

    Abstract : In this thesis we extend several classical results about Calderón-Zygmund operators to spaces of vector-valued functions. We first obtain bounds for the norm of dyadic Haar shift operators using a Bellman function technique, and then apply the representation theorem to obtain corresponding results for general Calderón-Zygmund operators. READ MORE

  4. 2. Two-Barrier Problems in Applied Probability: Algorithms and Analysis

    Author : Mats Pihlsgård; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistics; operations research; programming; actuarial mathematics; Statistik; Matematik; Mathematics; Naturvetenskap; Natural science; Reflection; Stochastic processes; Applied probability; Queueing; operationsanalys; programmering; aktuariematematik;

    Abstract : This thesis consists of five papers (A-E). In Paper A, we study transient properties of the queue length process in various queueing settings. We focus on computing the mean and the Laplace transform of the time required for the queue length starting at $x0. We define the loss rate due to the reflection. READ MORE