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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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Osękowski, Adam (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Basel : Springer Basel : Imprint: Birkhäuser, 2012.
Edition:1st ed. 2012.
Series:Monografie Matematyczne, 72
Subjects:
Probabilities.
Potential theory (Mathematics).
Functional analysis.
Probability Theory.
Potential Theory.
Functional Analysis.
Online Access:Texto Completo
Table of Contents:
  • Preface.- 1. Introduction.- 2. Burkholder's method.- 3. Martingale inequalities in discrete time.- 4. Sub- and supermartingale inequalities in discrete time.- 5. Inequalities in continuous time.- 6. Inequalities for orthogonal semimartingales.- 7. Maximal inequalities.- 8. Square function inequalities
  • Appendix
  • Bibliography.

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