INEQUA ANAL & PROBAB (3RD ED)

by Odile Pons

Overview

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.

Product Details

ISBN-13:	9789811231360
Publisher:	World Scientific Publishing Company, Incorporated
Publication date:	10/18/2021
Sold by:	Barnes & Noble
Format:	eBook
Pages:	372
Sales rank:	733,309
File size:	55 MB
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