The aim of the researchers is to study multiple stochastic integrals and multilinear random forms. A general stochastic integral of functions of multiple variables with respect to multidimensional stochastic processes is a random variable. The major goals of the research are to find the class of integrable functions and to study the distributional properties of the integral. A major technique in studying these integrals is the decoupling inequality. The investigators have already done work in this area. They will continue to extend the known decoupling techniques. They will also study the applicability of the hyper- contraction principle and resulting comparison theorems.

Agency
National Science Foundation (NSF)
Institute
Division of Mathematical Sciences (DMS)
Application #
8713103
Program Officer
Peter Arzberger
Project Start
Project End
Budget Start
1987-07-01
Budget End
1989-12-31
Support Year
Fiscal Year
1987
Total Cost
$54,747
Indirect Cost
Name
Case Western Reserve University
Department
Type
DUNS #
City
Cleveland
State
OH
Country
United States
Zip Code
44106