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

Soporte

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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Tabla de materias

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

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Sobre el autor

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

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Idioma Inglés ● Formato PDF ● Páginas 729 ● ISBN 9781441972453 ● Tamaño de archivo 438.7 MB ● Editor Burgess Davis & Renming Song ● Editorial Springer New York ● Ciudad NY ● País US ● Publicado 2011 ● Descargable 24 meses ● Divisa EUR ● ID 4678350 ● Protección de copia DRM social

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