Sharp Martingale and Semimartingale Inequalities |
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| Author:
| Oskowski, Adam |
| Series title: | Monografie Matematyczne Ser. |
| ISBN: | 978-3-0348-0749-4 |
| Publication Date: | Sep 2014 |
| Publisher: | Springer Basel AG
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| Imprint: | Birkhäuser |
| Book Format: | Paperback |
| List Price: | USD $54.99 |
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.