Stochastic characterization of plurisubharmonicity and convexity of functions
2015 (English)In: Constructive Approximation of Functions / [ed] Leokadia Bialas-Ciez and Marta Kosek, Warszawa: Institute of Mathematics, Polish Academy of Sciences , 2015, 175-181 p.Chapter in book (Refereed)
It is shown that both plurisubharmonicity and convexity of functions can be characterized in terms of Brownian motions with individually scaled components. Applications related to multivariable Jensen's inequality are also given.
Place, publisher, year, edition, pages
Warszawa: Institute of Mathematics, Polish Academy of Sciences , 2015. 175-181 p.
, Banach Center Publications, ISSN 0137-6934 ; Vol. 107
plurisubharmonic functions, convex functions, Brownian motion
Research subject Mathematics
IdentifiersURN: urn:nbn:se:uu:diva-206703ISBN: 978-83-86806-30-0OAI: oai:DiVA.org:uu-206703DiVA: diva2:645070