Selected Works of Donald L. Burkholder
This book chronicles Donald Burkholder's thirty-five year study of martingales and its consequences. Here are some of the highlights.Pioneering work by Burkholder and Donald Austin on the discrete time martingale square function led to Burkholder and Richard Gundy's proof of inequalities comparing the quadratic variations and maximal functions of continuous martingales, inequalities which are now indispensable tools for stochastic analysis. Part of their proof showed how novel distributional inequalities between the maximal function and quadratic variation lead to inequalities for certain integrals of functions of these operators. The argumen…
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Produktdetails
Weitere Autoren: Song, Renming (Hrsg.)
- ISBN: 978-1-4419-7244-6
- EAN: 9781441972446
- Produktnummer: 7796675
- Verlag: Springer Nature
- Sprache: Englisch
- Erscheinungsjahr: 2011
- Seitenangabe: 729 S.
- Masse: H26.4 cm x B18.9 cm x D5.6 cm 1'537 g
- Auflage: 2011
- Gewicht: 1537
Über den Autor
Burgess Davis is Professor of Statistics & Mathematics at Purdue University. Renming Song is Professor in the Department of Mathematics at the University of Illinois at Urbana-Champaign.
2 weitere Werke von Burgess (Hrsg.) Davis:
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