Some Dimension-Free Features of Vector-Valued Martingales
Language: English
Published by Uniwersytet Warszawski, Instytut Matematyki, Warsaw, 1990
- Softcover
- Used
Seller: Leopolis, Kraków, PolandLeopolis
AbeBooks seller since January 6, 2016
Condition: Used - Very good
£ 8.20
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Add to basketItem description from seller
8vo (20.5 cm), 43 pp. Original printed wrappers, stapled as issued. Preprint 3/90, dated October 11, 1990, issued by the Institute of Mathematics of Warsaw University, co-authored by Olav Kallenberg (Division of Mathematics, Auburn University, USA) and Rafał Sztencel (Department of Mathematics, Warsaw University). The paper addresses a fundamental question in probability theory: given any local martingale M in R^d or ℓ², the authors demonstrate the existence of a local martingale N in R² sharing the same absolute value, quadratic variation, and angle bracket processes, from which it follows that any inequality for martingales in R² involving only these processes remains valid in arbitrary dimension; further, when M is continuous, dimension-independent SDEs are derived yielding tail estimates of the same order as in one dimension, and the paper concludes with new maximal inequalities in continuous time.
Seller Inventory # 009783
Bibliographic details
- Title
- Some Dimension-Free Features of Vector-Valued Martingales
- Author
- Kallenberg, Olav; Sztencel, Rafał
- Publisher
- Uniwersytet Warszawski, Instytut Matematyki, Warsaw
- Publication year
- 1990
- Condition
- Very Good
- Binding
- Soft cover
- Language
- English
- Seller catalogs
- Mathematics, Science
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