An Introduction to the Modern Martingale Theory and Applications An Analytic View /
Martingale theory is a cornerstone of modern probability, offering a natural extension of the study of sums of independent random variables. Although its roots can be traced back to the work of Paul Lévy in 1937, it was Joseph L. Doob in the 1940s who formally developed the theory, culminating in hi...
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| Váldodahkkit: | , |
|---|---|
| Searvvušdahkki: | |
| Materiálatiipa: | Elektrovnnalaš E-girji |
| Giella: | eaŋgalasgiella |
| Almmustuhtton: |
Cham :
Springer Nature Switzerland : Imprint: Springer,
2025.
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| Preanttus: | 1st ed. 2025. |
| Ráidu: | Texts in Applied Mathematics,
81 |
| Fáttát: | |
| Liŋkkat: | https://doi.org/10.1007/978-3-031-88903-5 |
| Fáddágilkorat: |
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Sisdoallologahallan:
- Chapter 1: Introduction
- Chapter 2: Probability and Conditional Expectation
- Chapter 3: Advanced Topics in Martingale Theory
- Chapter 4: Burkholder’s inequalities and Davis’sinequality
- Chapter 5: Applications of Martingales.