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Sharp Martingale and Semimartingale Inequalities

Bag om Sharp Martingale and Semimartingale Inequalities

This monograph is a presentation of a unified approach to a certain class of semimartingale inequalities, which can be regarded as probabilistic extensions of classical estimates for conjugate harmonic functions on the unit disc.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783034807494
  • Indbinding:
  • Paperback
  • Sideantal:
  • 464
  • Udgivet:
  • 19. september 2014
  • Udgave:
  • 2012
  • Størrelse:
  • 235x155x24 mm.
  • Vægt:
  • 724 g.
Leveringstid: 8-11 hverdage
Forventet levering: 21. november 2024

Beskrivelse af Sharp Martingale and Semimartingale Inequalities

This monograph is a presentation of a unified approach to a certain class of semimartingale inequalities, which can be regarded as probabilistic extensions of classical estimates for conjugate harmonic functions on the unit disc.

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