Martingales (Mathematics)

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DRM

Probability with Martingales
US$42.99

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

Stopping Time Techniques for Analysts and Probabilists
US$74.50

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

Martingale Limit Theory and Its Application
US$72.95

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)
US$125.00

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

Sharp Martingale and Semimartingale Inequalities
US$109.00

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