Burgess Davis & Renming Song 
Selected Works of Donald L. Burkholder [PDF ebook] 

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This book chronicles Donald Burkholder’s thirty-five year study of martingales and its consequences. Here are some of the highlights.
Pioneering work by Burkholder and Donald Austin on the discrete time martingale square function led to Burkholder and Richard Gundy’s proof of inequalities comparing the quadratic variations and maximal functions of continuous martingales, inequalities which are now indispensable tools for stochastic analysis. Part of their proof showed how novel d...

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Table of Content

On a class of stochastic approximation processes.- Sufficiency in the undominated case.- Iterates of conditional expectation operators.- On the order structure of t...

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About the author

Burgess Davis is Professor of Statistics & Mathematics at Purdue University.
Renming Song is Professor in the Department of Mathematics at the University of I...

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Language English ● Format PDF ● Pages 729 ● ISBN 9781441972453 ● File size 438.7 MB ● Editor Burgess Davis & Renming Song ● Publisher Springer New York ● City NY ● Country US ● Published 2011 ● Downloadable 24 months ● Currency EUR ● ID 4678350 ● Copy protection Social DRM

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