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,...
Enregistré dans:
| Auteur principal: | |
|---|---|
| Format: | Livre numérique |
| Langue: | Anglais |
| Publié: |
Basel :
Springer Basel
[20..].
Cham : Springer Nature |
| Édition: | 1st ed. 2012. |
| Collection: | Monografie Matematyczne
72 |
| Accès en ligne: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Note: |
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 |
Table des matières:
- 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