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 National Science
Foundation Award #9010507 |
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Mathematical Sciences: Tangency, Hypercontractivity and other Domination Concepts for Stochastic Processes
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| Investigator(s): |
Wojbor Woyczynski (PI)
; S. Kwapien (Co-PI)
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| Sponsor: |
Case Western Reserve University, OH 44106 2163684510
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| Start Date/Expiration Date |
1990-08-01 to 1991-07-31 (amended 1990-08-02) |
| Awarded Amount to Date: |
$10,000 |
| Abstract: The principal investigator with his collaborator S. Kwapien will study new methods for comparison of sums of independent random variables, martingale difference sequences, subordinated sequences, and other dominated sequences. The techniques that will be employed exploit the concepts of tangency, decoupling and hypercontractivity. These methods are applied to study of continuous time stochastic processes and single and multiple stochastic integrals. |
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| NSF Org: |
DMS - Division of Mathematical Sciences |
| Award Number: |
9010507 |
| Award Instrument: |
Standard Grant |
| Program Manager: |
Peter W. Arzberger
DMS Division of Mathematical Sciences
MPS Directorate for Mathematical & Physical Sciences
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| NSF Program(s): |
APPLIED MATHEMATICS, PROBABILITY, PROBABILITY
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| Field Application(s): |
Mathematics, Other nsf.applications NEC |
| Program Element Code(s): |
1266
PROBABILITY, 1263
, 1263
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