Martingales : a report on a meeting at Oberwolfach, May 17-23 1970 / / edited by Hermann Dinges
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| Titolo: |
Martingales : a report on a meeting at Oberwolfach, May 17-23 1970 / / edited by Hermann Dinges
|
| Pubblicazione: | Berlin, Germany : , : Springer-Verlag, , [1971] |
| ©1971 | |
| Edizione: | 1st ed. 1971. |
| Descrizione fisica: | 1 online resource (VI, 82 p.) |
| Disciplina: | 519.287 |
| Soggetto topico: | Martingales (Mathematics) |
| Mathematics | |
| Classificazione: | 60-06 |
| Persona (resp. second.): | DingesHermann <1936-> |
| 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. |
| Titolo autorizzato: | Martingales |
| ISBN: | 3-540-36515-X |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 996466605903316 |
| Lo trovi qui: | Univ. di Salerno |
| Opac: | Controlla la disponibilità qui |
Serie:
Lecture notes in mathematics (Springer-Verlag) ; ; 190.