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Sharp Martingale and Semimartingale Inequalities

Language EnglishEnglish
Book Paperback
Book Sharp Martingale and Semimartingale Inequalities Adam Os kowski
Libristo code: 08021754
Publishers Springer Basel, September 2014
This detailed explanation of Burkholder's method presents, for most estimates, the steps leading to... Full description
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This detailed explanation of Burkholder's method presents, for most estimates, the steps leading to the discovery of the corresponding special functions, and deploys diverse analytic and probabilistic methods to solve the corresponding boundary value problems.§

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About the book

Full name Sharp Martingale and Semimartingale Inequalities
Author Adam Os kowski
Language English
Binding Book - Paperback
Date of issue 2014
Number of pages 464
EAN 9783034807494
ISBN 303480749X
Libristo code 08021754
Publishers Springer Basel
Weight 724
Dimensions 155 x 25 x 26

Categories

Mathematics & Science > Mathematics > Calculus & mathematical analysis > Functional analysis & transforms
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
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