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.

Agency
National Science Foundation (NSF)
Institute
Division of Mathematical Sciences (DMS)
Type
Standard Grant (Standard)
Application #
9010507
Program Officer
Peter Arzberger
Project Start
Project End
Budget Start
1990-08-01
Budget End
1991-07-31
Support Year
Fiscal Year
1990
Total Cost
$10,000
Indirect Cost
Name
Case Western Reserve University
Department
Type
DUNS #
City
Cleveland
State
OH
Country
United States
Zip Code
44106