Scholarlink

In this paper, we present some aspects of the work of Dominique Lépingle. We start with martingale inequalities and describe the context in which he worked in the seventies. We pay a particular attention to his work on r-variation and give hints on what became this subject later. In a second part we present his contribution on multivalued stochastic differential equations in polyhedral domains and boundary behaviours of their solutions near the walls.

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

From Martingales to Multivalued Stochastic Differential Equations in Polyhedral Domains: A Tribute to Dominique Lépingle

  • 章节

  • 发表日期：

    2025年

查看全文
  • Aline Bonami,
  • Nizar Demni,
  • Marguerite Zani

摘要

In this paper, we present some aspects of the work of Dominique Lépingle. We start with martingale inequalities and describe the context in which he worked in the seventies. We pay a particular attention to his work on r-variation and give hints on what became this subject later. In a second part we present his contribution on multivalued stochastic differential equations in polyhedral domains and boundary behaviours of their solutions near the walls.