This monograph is a presentation of a unified approach to a certain class of semimartingale inequalities, which can be regarded as probabilistic extensions of c

Inequalities and Extremal Problems in Probability and Statistics: Selected Topics presents various kinds of useful inequalities that are applicable in many area

In a previous study, the authors built the Bellman function for integral functionals on the space. The present paper provides a development of the subject. They

This volume originated in talks given in Cortona at the conference "Geometric aspects of harmonic analysis" held in honor of the 70th birthday of Fulvio Ricci.

A comprehensive reference on the Bellman function method and its applications to various topics in probability and harmonic analysis.