Martingales (English, Hermann Dinges)
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Book Details
Publisher
Springer
Language
English
ISBN-13
9783540053965
ISBN-10
3540053964
Author
Hermann Dinges
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
ISBN-13: 9783540053965
ISBN-10: 3540053964
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Product ID: isbn-9783540053965
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