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Theory of Martingales
Language: en
Pages: 806
Authors: Robert Liptser
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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One service mathematics has rc:ndered the 'Et moi, "', si j'avait su comment CD revenir, je n'y serais point alle. ' human race. It has put common SCIIJC back J
Probability with Martingales
Language: en
Pages: 274
Authors: David Williams
Categories: Mathematics
Type: BOOK - Published: 1991-02-14 - Publisher: Cambridge University Press

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This is a masterly introduction to the modern, and rigorous, theory of probability. The author emphasises martingales and develops all the necessary measure the
Martingale Limit Theory and Its Application
Language: en
Pages: 321
Authors: P. Hall
Categories: Mathematics
Type: BOOK - Published: 2014-07-10 - Publisher: Academic Press

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Martingale Limit Theory and Its Application discusses the asymptotic properties of martingales, particularly as regards key prototype of probabilistic behavior
Measures, Integrals and Martingales
Language: en
Pages: 404
Authors: René L. Schilling
Categories: Mathematics
Type: BOOK - Published: 2005-11-10 - Publisher: Cambridge University Press

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This book, first published in 2005, introduces measure and integration theory as it is needed in many parts of analysis and probability.
Probability Theory
Language: en
Pages: 0
Authors: Yuan S. Chow
Categories: Mathematics
Type: BOOK - Published: 2012-02-02 - Publisher: Springer

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Apart from new examples and exercises, some simplifications of proofs, minor improvements, and correction of typographical errors, the principal change from the