Sharp Martingale and Semimartingale Inequalities

By Adam Os Kowski and Adam Osękowski

Book Overview

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 function inequalities.- Appendix.- Bibliography.

• Format: Paperback
• Language: English
• ISBN: 303480749X
• ISBN13: 9783034807494
• Release Date: September 2014
• Publisher: Birkhauser
• Length: 464 Pages
• Weight: 1.46 lbs.
• Dimensions: 1.0" x 6.1" x 9.2"