Martingales
Martingales A Report on a Meeting at Oberwolfach May 17–23, 1970 / [electronic resource] :
edited by Hermann Dinges.
- VI, 82 p. online resource.
- Lecture Notes in Mathematics, 190 0075-8434 ; .
- Lecture Notes in Mathematics, 190 .
Martingale inequalities -- Inequalities leading to a proof of the classical martingale-convergence theorem -- State space for Markov processes -- Hunt's theorem and axiomatic potential theory -- A reduction of continuous square-integrable martingales to Brownian motion -- Square integrable martingales, a survey -- Non-square integrable martingales etc -- Einige ergebnisse Über die stoppverteilungen eines markoff-prozesses -- On the proofs of two theorems in probabilistic potential theory -- Diffusion processes and martingales I -- Diffusion processes and martingales II.
9783540365150
10.1007/BFb0065883 doi
Mathematics.
Applications of Mathematics.
T57-57.97
519
Martingale inequalities -- Inequalities leading to a proof of the classical martingale-convergence theorem -- State space for Markov processes -- Hunt's theorem and axiomatic potential theory -- A reduction of continuous square-integrable martingales to Brownian motion -- Square integrable martingales, a survey -- Non-square integrable martingales etc -- Einige ergebnisse Über die stoppverteilungen eines markoff-prozesses -- On the proofs of two theorems in probabilistic potential theory -- Diffusion processes and martingales I -- Diffusion processes and martingales II.
9783540365150
10.1007/BFb0065883 doi
Mathematics.
Applications of Mathematics.
T57-57.97
519