Martingales: A Report on a Meeting at Oberwolfach, May 17-23, 1970

ISBN-13: 9783540053965 / Angielski / Miękka / 1971 / 82 str.

Hermann Dinges

Spis treści

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 Über 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.