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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表中的内容

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

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关于作者

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

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语言 英语 ● 格式 PDF ● 网页 729 ● ISBN 9781441972453 ● 文件大小 438.7 MB ● 编辑 Burgess Davis & Renming Song ● 出版者 Springer New York ● 市 NY ● 国家 US ● 发布时间 2011 ● 下载 24 个月 ● 货币 EUR ● ID 4678350 ● 复制保护 社会DRM

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