A Little Book of Martingales - Printable Version +- Softwarez.Info - Software's World! (https://softwarez.info) +-- Forum: Library Zone (https://softwarez.info/Forum-Library-Zone) +--- Forum: E-Books (https://softwarez.info/Forum-E-Books) +--- Thread: A Little Book of Martingales (/Thread-A-Little-Book-of-Martingales) |
A Little Book of Martingales - ebooks1001 - 09-10-2024 Free Download A Little Book of Martingales English | 2024 | ISBN: 9819744717 | 197 Pages | PDF EPUB (True) | 17 MB This concise textbook, fashioned along the syllabus for master's and Ph.D. programmes, covers basic results on discrete-time martingales and applications. It includes additional interesting and useful topics, providing the ability to move beyond. Adequate details are provided with exercises within the text and at the end of chapters. Basic results include Doob's optional sampling theorem, Wald identities, Doob's maximal inequality, upcrossing lemma, time-reversed martingales, a variety of convergence results and a limited discussion of the Burkholder inequalities. Recommend Download Link Hight Speed | Please Say Thanks Keep Topic Live Links are Interchangeable - Single Extraction |