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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Full Text (via Springer) |
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| Main Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Basel ; New York :
Birkhäuser,
©2012.
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| Series: | Monografie matematyczne ;
v. 72. |
| Subjects: |
Table of Contents:
- Introduction
- Burkholder's Method
- Martingale Inequalities in Discrete Time
- Sub- and Supermartingale Inequalities in Discrete Time
- Inequalities in Continuous Time
- Inequalities for Orthogonal Semimartingales
- Maximal Inequalities
- Square Function Inequalities.