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Sharp Martingale and Semimartingale Inequalities

This monograph presents a unified approach to a certain class of semimartingale inequalities, which can be regarded as probabilistic extensions of classical estimates for conjugate harmonic functions on the unit disc. The approach, which has its roots in the seminal works of Burkholder in the 1980s,...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Osękowski, Adam (Auteur)
Collectivité auteur: SpringerLink (Online service)
Format: Électronique eBook
Langue:Inglés
Publié: Basel : Springer Basel : Imprint: Birkhäuser, 2012.
Édition:1st ed. 2012.
Collection:Monografie Matematyczne, 72
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Accès en ligne:Texto Completo