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Martingales: A Report on a Meeting at Oberwolfach, May 17-23, 1970 de Hermann Dinges

Martingales: A Report on a Meeting at Oberwolfach, May 17-23, 1970: Lecture Notes in Mathematics, cartea 190

Editat de Hermann Dinges
en Limba Engleză Paperback – 1971

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Specificații

ISBN-13: 9783540053965
ISBN-10: 3540053964
Pagini: 88
Ilustrații: VI, 82 p.
Dimensiuni: 155 x 235 x 5 mm
Greutate: 0.14 kg
Ediția:1971
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Lecture Notes in Mathematics

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

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.