Springer
Martingales (English, Hermann Dinges)
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Product Description
About the Book
Martingale inequalities.- Inequalities leading to a proof of the classical martingale-convergence theorem.- State space for Markov processes.- Hunt's theorem and axiomatic potential theory.- A reduction of continuous square-integrable martingales to Brownian motion.- Square integrable martingales, a survey.- Non-square integrable martingales etc.- Einige ergebnisse Über die stoppverteilungen eines markoff-prozesses.- On the proofs of two theorems…
ISBN: 9783540053965
Book Specifications
| ISBN-13 | 9783540053965 |
| ISBN-10 | 3540053964 |
| Publisher | Springer |
| Category | Springer |
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