Sharp martingale and semimartingale inequalities
This monograph presents 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 works of Burkholder in the 1980s,...
Gorde:
| Egile nagusia: | Os©ekowski, Adam |
|---|---|
| Formatua: | Livre numérique |
| Hizkuntza: | Anglais |
| Argitaratua: |
Basel :
Springer Basel
[20..].
Cham : Springer Nature |
| Edizioa: | 1st ed. 2012. |
| Saila: | Monografie Matematyczne
72 |
| Sarrera elektronikoa: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Oharra: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Sharp martingale and semimartingale inequalities, Adam OsÓekowski, Basel, Birkhäuser, 2012, 1 vol. (XI-462 p.), Monografie Matematyczne, 978-3-03-480369-4 • Sharp Martingale and Semimartingale Inequalities, Texte imprimé, 9783034807494 • Sharp Martingale and Semimartingale Inequalities, Texte imprimé, 9783034803717 |
Antzeko izenburuak
-
Martingale spaces and inequalities
(Livre papier)
Long, Ruilin
Peking University Press ; Vieweg Pub, 1993 -
Martingale Spaces and Inequalities
(Livre numérique)
Long, Ruilin -
Semimartingales : a course on stochastic processes
(Livre papier)
Métivier, Michel, 1931-1988
W. de Gruyter, 1982 -
Martingale inequalities : seminar notes on recent progress
(Livre papier)
Garsia, Adriano Mario
W. A. Benjamin, 1973 -
Stability of stochastic differential equations with respect to semimartingales
(Livre papier)
Mao, Xuerong, 1957-
Longman Scientific & Technical ; Wiley, 1991

