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Martingales; a report on a meeting at Oberwolfach May 17-23, 1970.

Author: Hermann Dinges
Publisher: Berlin, New York, Springer-Verlag, 1971.
Series: Lecture notes in mathematics (Springer-Verlag), 190.
Edition/Format:   Print book : Document : Conference publication   Computer File : EnglishView all editions and formats
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Genre/Form: Dinges, Hermann
Kongreß
Conference papers and proceedings
Kongress
Congresses
Additional Physical Format: Online version:
Martingales.
Berlin, New York, Springer-Verlag, 1971
(OCoLC)625787811
Material Type: Conference publication, Document, Internet resource
Document Type: Book, Computer File, Internet Resource
All Authors / Contributors: Hermann Dinges
ISBN: 0387053964 9780387053967 3540053964 9783540053965 9783540365150 354036515X
OCLC Number: 137578
Description: 75 pages 26 cm.
Contents: 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 in probabilistic potential theory --
Diffusion processes and martingales I --
Diffusion processes and martingales II.
Series Title: Lecture notes in mathematics (Springer-Verlag), 190.
Responsibility: Edited by Hermann Dinges.

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