Martingales (Mathematics)

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DRM

Probability with Martingales
CA$45.08

This is a masterly introduction to the modern, and rigorous, theory of probability. The author...

Stopping Time Techniques for Analysts and Probabilists
CA$76.73

This book considers convergence of adapted sequences of real and Banach space-valued integrable...

Martingale Limit Theory and Its Application
CA$81.00

Martingale Limit Theory and Its Application discusses the asymptotic properties of martingales,...

Martingales and Markov Chains: Solved Exercises and Elements of Theory

Martingales and Markov Chains

Solved Exercises and Elements of Theory

CRC Press (2002)
CA$144.53

A thorough grounding in Markov chains and martingales is essential in dealing with many problems in...

Sharp Martingale and Semimartingale Inequalities
CA$131.10

This detailed explanation of Burkholder's method presents, for most estimates, the steps leading to...