A Little Book of Martingales
This concise textbook, fashioned along the syllabus for master’s and Ph.D. programmes, covers basic results on discrete-time martingales and applications. It includes additional interesting and useful topics, providing the ability to move beyond. Adequate details are provided with exercises within t...
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| Autori principali: | , , |
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| Ente Autore: | |
| Natura: | Elettronico eBook |
| Lingua: | inglese |
| Pubblicazione: |
Singapore :
Springer Nature Singapore : Imprint: Springer,
2024.
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| Edizione: | 1st ed. 2024. |
| Serie: | Texts and Readings in Mathematics,
86 |
| Soggetti: | |
| Accesso online: | https://doi.org/10.1007/978-981-97-4472-5 |
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Sommario:
- Measure
- Signed measure
- Conditional expectation
- Martingales
- Almost sure and Lp convergence
- Application of convergence theorems
- Central limit theorem
- Additional Topics.