Sharp martingale and semimartingale inequalities [electronic resource] / Adam Osękowski.

"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...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Osękowski, Adam
Format:	Electronic eBook
Language:	English
Published:	Basel ; New York : Birkhäuser, ©2012.
Series:	Monografie matematyczne ; v. 72.
Subjects:	Semimartingales (Mathematics) Stochastic inequalities.