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Sharp Martingale and Semimartingale Inequalities
Adam Osekowski
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Description for Sharp Martingale and Semimartingale Inequalities
Paperback. 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. Series: Monografie Matematyczne. Num Pages: 476 pages, biography. BIC Classification: PBKF; PBT; PBWL. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 24. Weight in Grams: 724.
This monograph is a presentation of a unified approach to a certain class of semimartingale inequalities, which can be regarded as probabilistic extensions of classical estimates for conjugate harmonic functions on the unit disc. The approach, which has its roots in the seminal works of Burkholder in the 80s, enables to deduce a given inequality for semimartingales from the existence of a certain special function with some convex-type properties. Remarkably, an appropriate application of the method leads to the sharp version of the estimate under investigation, which is particularly important for applications. These include the theory of quasiregular mappings (with ... Read more
This monograph is a presentation of a unified approach to a certain class of semimartingale inequalities, which can be regarded as probabilistic extensions of classical estimates for conjugate harmonic functions on the unit disc. The approach, which has its roots in the seminal works of Burkholder in the 80s, enables to deduce a given inequality for semimartingales from the existence of a certain special function with some convex-type properties. Remarkably, an appropriate application of the method leads to the sharp version of the estimate under investigation, which is particularly important for applications. These include the theory of quasiregular mappings (with ... Read more
Product Details
Format
Paperback
Publication date
2014
Publisher
Springer Basel Switzerland
Number of pages
476
Condition
New
Series
Monografie Matematyczne
Number of Pages
464
Place of Publication
Basel, Switzerland
ISBN
9783034807494
SKU
V9783034807494
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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