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Sharp martingale and semimartingale inequalities

Author: Adam Osękowski
Publisher: Basel ; New York : Birkhäuser, ©2012.
Series: Monografie matematyczne, v. 72.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

This detailed explanation of Burkholder's method presents, for most estimates, the steps leading to the discovery of the corresponding special functions, and deploys diverse analytic and  Read more...

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Document Type: Book
All Authors / Contributors: Adam Osękowski
ISBN: 9783034803694 3034803699 9783034803700 3034803702
OCLC Number: 773666139
Description: xi, 462 pages ; 24 cm.
Contents: Introduction --
Burkholder's Method --
Martingale Inequalities in Discrete Time --
Sub- and Supermartingale Inequalities in Discrete Time --
Inequalities in Continuous Time --
Inequalities for Orthogonal Semimartingales --
Maximal Inequalities --
Square Function Inequalities.
Series Title: Monografie matematyczne, v. 72.
Responsibility: Adam Osękowski.

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