Stochastic characterization of plurisubharmonicity and convexity of functions
Volume 107 / 2015
Banach Center Publications 107 (2015), 175-181
MSC: Primary 32U05, 32U15; Secondary 60J45, 26B25.
DOI: 10.4064/bc107-0-12
Abstract
It is described how both plurisubharmonicity and convexity of functions can be characterized in terms of simple to work with classes of holomorphic martingales, namely a class of driftless Itô processes satisfying a skew-symmetry property and a family of linear modifications of Brownian motion parametrized by a compact set.
