1.

Record Nr.

UNISA996466605903316

Titolo

Martingales : a report on a meeting at Oberwolfach, May 17-23 1970 / / edited by Hermann Dinges

Pubbl/distr/stampa

Berlin, Germany : , : Springer-Verlag, , [1971]

©1971

ISBN

3-540-36515-X

Edizione

[1st ed. 1971.]

Descrizione fisica

1 online resource (VI, 82 p.)

Collana

Lecture Notes in Mathematics ; ; 190

Classificazione

60-06

Disciplina

519.287

Soggetti

Martingales (Mathematics)

Mathematics

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Bibliographic Level Mode of Issuance: Monograph

Nota di contenuto

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.