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TitleMartingales [electronic resource] : A Report on a Meeting at Oberwolfach May 17-23, 1970 / edited by Hermann Dinges
ImprintBerlin, Heidelberg : Springer Berlin Heidelberg, 1971
Connect tohttp://dx.doi.org/10.1007/BFb0065883
Descript VI, 82 p. online resource

CONTENT

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 ร{156}ber 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


Mathematics Applied mathematics Engineering mathematics Mathematics Applications of Mathematics



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