This exposition of research on the martingale and analytic inequalities associated with Hardy spaces and functions of bounded mean oscillation (BMO) introduces the subject by concentrating on the connection between the probabilistic and analytic approaches. Short surveys of clas…
"The purpose of this monograph is to give an analytic proof of an index formula for the relative de Rham cohomology groups which may be considered as a generalization of the celebrated Hodge-Kodaira theory for the absolute de Rham cohomology groups."--Jacket
"The purpose of this monograph is to give an analytic proof of an index formula for the relative de Rham cohomology groups which may be considered as a generalization of the celebrated Hodge-Kodaira theory for the absolute de Rham cohomology groups."--Jacket.
The classical and Brownian methods of characteristics are generalized to analyze evolution equations of arbitrary order. Calculi of higher orders, analogous to first order classical calculus and second order Ito calculus, are constructed. Solutions of differential equations in t…
The purpose of this paper is to construct Brownian motion on a reasonably general class of self-similar fractals. To this end, I introduce an axiomatically defined class of "nested fractals", which satisfy certain symmetry and connectivity conditions, and which also are (in the …