Martingales : a report on a meeting at Oberwolfach May 17-23, 1970
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Bibliographic Information
Martingales : a report on a meeting at Oberwolfach May 17-23, 1970
（Lecture notes in mathematics, 190）
Springer-Verlag, 1971
- : Germany
- : U.S.
Available at 76 libraries
Note
Includes bibliographies
Description and Table of Contents
Table of Contents
Martingale inequalities.- Inequalities leading to a proof of the classical martingale-convergence theorem.- State space for Markov processes.- Hunt's theorem and axiomatic potential theory.- A reduction of continuous square-integrable martingales to Brownian motion.- Square integrable martingales, a survey.- Non-square integrable martingales etc.- Einige ergebnisse UEber die stoppverteilungen eines markoff-prozesses.- On the proofs of two theorems in probabilistic potential theory.- Diffusion processes and martingales I.- Diffusion processes and martingales II.
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