Title | Martingales [electronic resource] : A Report on a Meeting at Oberwolfach May 17-23, 1970 / edited by Hermann Dinges |
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Imprint | Berlin, Heidelberg : Springer Berlin Heidelberg, 1971 |
Connect to | http://dx.doi.org/10.1007/BFb0065883 |
Descript | VI, 82 p. online resource |
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 รber 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