Martingales [electronic resource] : A Report on a Meeting at Oberwolfach May 17–23, 1970 / edited by Hermann Dinges.
Material type: TextSeries: Lecture Notes in Mathematics ; 190Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1971Description: VI, 82 p. online resourceContent type:- text
- computer
- online resource
- 9783540365150
- 519 23
- T57-57.97
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.
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