Martingales : a report on a meeting at Oberwolfach May 17-23, 1970
著者
書誌事項
Martingales : a report on a meeting at Oberwolfach May 17-23, 1970
(Lecture notes in mathematics, 190)
Springer-Verlag, 1971
- : Germany
- : U.S.
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注記
Includes bibliographies
内容説明・目次
目次
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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