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#### Sharp Martingale and Semimartingale Inequalities

Springer 2012; US$ 129.00This 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. The approach, which has its roots in the seminal works of Burkholder in the 80s, enables to deduce a given inequality for... more...

#### Stopping Time Techniques for Analysts and Probabilists

Cambridge University Press 1984; US$ 99.00This book considers convergence of adapted sequences of real and Banach space-valued integrable functions. more...

#### Probability with Martingales

Cambridge University Press 1991; US$ 56.00This is a masterly introduction to the modern, and rigorous, theory of probability. The author emphasises martingales and develops all the necessary measure theory. more...

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