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Stochastic characterization of plurisubharmonicity and convexity of functions
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics.
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)
Abstract [en]

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.
Series
Banach Center Publications, ISSN 0137-6934 ; Vol. 107
Keyword [en]
plurisubharmonic functions, convex functions, Brownian motion
National Category
Mathematics
Research subject
Mathematics
Identifiers
URN: urn:nbn:se:uu:diva-206703ISBN: 978-83-86806-30-0 (print)OAI: oai:DiVA.org:uu-206703DiVA: diva2:645070
Available from: 2013-09-03 Created: 2013-09-03 Last updated: 2016-05-12

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Klimek, Maciej

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