Inequalities In Analysis And Probability (Third Edition)Author :
Hardback
Published : Thursday 11 November 2021
Description
The book introduces classical inequalities in vector and functional spaces with applications to probability. It develops new analytical inequalities, with sharper bounds and generalizations to the sum or the supremum of random variables, to martingales, to transformed Brownian motions and diffusions, to Markov and point processes, renewal, branching and shock processes.In this third edition, the inequalities for martingales are presented in two chapters for discrete and time-continuous local martingales with new results for the bound of the norms of a martingale by the norms of the predictable processes of its quadratic variations, for the norms of their supremum and their p-variations. More inequalities are also covered for the tail probabilities of Gaussian processes and for spatial processes.This book is well-suited for undergraduate and graduate students as well as researchers in theoretical and applied mathematics.
You may also like ...
by
Hardback
18 Jan 2023
Calculus and mathematical analysis
€105.30
Extended stock – Dispatch 5-7 days
by
Hardback
11 Nov 2021
Probability and statistics
€140.40
Extended stock – Dispatch 5-7 days
by
Hardback
23 Mar 2020
Probability and statistics
€93.60
Extended stock – Dispatch 5-7 days
by
Paperback
23 Mar 2020
Probability and statistics
€52.65
Extended stock – Dispatch 5-7 days
Reviews