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  • Conference proceedings
  • © 1971

Martingales

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

Editors:

Part of the book series: Lecture Notes in Mathematics (LNM, volume 190)

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Table of contents (11 papers)

  1. Front Matter

    Pages N2-V
  2. Martingale inequalities

    • D. L. Burkholder
    Pages 1-8
  3. State space for Markov processes

    • J. L. Doob
    Pages 13-14
  4. Square integrable martingales, a survey

    • Paul A. Meyer
    Pages 32-37
  5. Non-square integrable martingales etc

    • Paul A. Meyer
    Pages 38-43
  6. Diffusion processes and martingales I

    • Daniel W. Stroock, S. R. S. Varadhan
    Pages 60-66
  7. Diffusion processes and martingales II

    • Daniel W. Stroock, S. R. S. Varadhan
    Pages 67-75
  8. Back Matter

    Pages 77-81

Keywords

  • Brownian motion
  • Fusion
  • Markov process
  • Martingal
  • Martingale
  • Martingales
  • boundary element method
  • convergence
  • diffusion process
  • potential theory
  • proof
  • theorem

Bibliographic Information

  • Book Title: Martingales

  • Book Subtitle: A Report on a Meeting at Oberwolfach, May 17-23, 1970

  • Editors: Hermann Dinges

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/BFb0065883

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1971

  • Softcover ISBN: 978-3-540-05396-5Published: 01 January 1971

  • eBook ISBN: 978-3-540-36515-0Published: 15 November 2006

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: VI, 82

  • Topics: Applications of Mathematics

Buying options

eBook USD 29.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 39.99
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions