Sharp Martingale and Semimartingale Inequalities |
|
| Author:
| Osękowski, Adam |
| Series title: | Monografie Matematyczne Ser. |
| ISBN: | 978-3-0348-0370-0 |
| Publication Date: | Aug 2012 |
| Publisher: | Birkhauser Verlag
|
| Book Format: | Ebook |
| List Price: | USD $149.00 |
Book Description:
|
This detailed explanation of Burkholder's method presents, for most estimates, the steps leading to the discovery of the corresponding special functions, and deploys diverse analytic and probabilistic methods to solve the corresponding boundary value problems.
This detailed explanation of Burkholder's method presents, for most estimates, the steps leading to the discovery of the corresponding special functions, and deploys diverse analytic and probabilistic methods to solve the corresponding boundary value problems.