Martingales : a report on a meeting at Oberwolfach May 17-23, 1970
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 Uber 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.
- 著者
- Dinges, Hermann
- 出版社
- Springer-Verlag
- 発売日
- 1971年1月発売
- 価格
- 価格未定(税込・書誌情報提供:openBD)
- ISBN
- 9783540053965
- ページ数
- 75ページ
発売済み
シリーズの既刊・続刊
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