Stochastic characterization of plurisubharmonicity and convexity of functions

• Autorzy: Maciej Klimek
• Języki publikacji: EN

Abstrakty

EN

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.

Kategorie tematyczne

• 32U15: General pluripotential theory
• 26B25: Convexity, generalizations
• 60J45: Probabilistic potential theory
• 32U05: Plurisubharmonic functions and generalizations

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Banach Center Publications
• Rocznik: 2015
• Tom: 107
• Numer: 1
• Strony: 175-181

Daty

wydano

2015

Twórcy

autor

Maciej Klimek

• Department of Mathematics, Uppsala University, P.O.Box 480, 751-06 Uppsala, Sweden

Identyfikatory

DOI

10.4064/bc107-0-12