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Sharp Martingale and Semimartingale Inequalities
By Adam Os Kowski and Adam Osękowski
Edition Description
Preface.- 1. Introduction.- 2. Burkholder's method.- 3. Martingale inequalities in discrete time.- 4. Sub- and supermartingale inequalities in discrete time.- 5. Inequalities in continuous time.- 6. Inequalities for orthogonal semimartingales.- 7. Maximal inequalities.- 8. Square...
Edition Details
Format:Paperback
Language:English
ISBN:303480749X
Format: Paperback
Condition:
$
60.69
Sharp Martingale and Semimartingale Inequalities
By Adam Os Kowski and Adam Osękowski
Edition Description
This monograph is a presentation of a unified approach to a certain class of semimartingale inequalities, which can be regarded as probabilistic extensions of classical estimates for conjugate harmonic functions on the unit disc. The approach, which has its roots in the seminal...
Edition Details
Format:Hardcover
Language:English
ISBN:3034803699
Format: Hardcover
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