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In this section we establish the inclusion and the density of S ( R d ) in BD p,q β,k and we prove an interpolation formula for the Besov–Dunkl spaces by the real method.. Finally
In this section we will apply the Young integral and rough path integral of local time defined in sections 2 and 3 to prove a useful extension to Itˆ o’s formula.. Assume the
Such problems of hedging and super-replication in financial market with a large investor were investigated by Cvitanic-Ma [10] in the case of a diffusion by the study
In section 4, we prove a converse to the comparison theorem for BSDEs and then, with the help of this result we study the case when the generators do not depend on the variable y...
Continuous Ocone martingales as weak limits of rescaled martingales. Some invariance properties of the laws of
In the following we give a short description of the standard branching random walk, its intrinsic martingales and an associated multiplicative random walk.. Consider a
We also define the corresponding notion of martingale, show that several standard examples of martingales (for example, sums or products of suitable inde- pendent random variables
Key words: Martingale, differential subordination, orthogonal martingales, moment inequality, stochastic integral, Brownian motion, best constants.. AMS 2000 Subject
