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Sharp Martingale and Semimartingale Inequalities (Record no. 23447)

000 -LEADER
fixed length control field 03274nam a22004575i 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20140310151452.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 120814s2012 sz | s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783034803700
978-3-0348-0370-0
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA273.A1-274.9
Classification number QA274-274.9
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.2
Edition number 23
264 #1 -
-- Basel :
-- Springer Basel :
-- Imprint: Birkhäuser,
-- 2012.
912 ## -
-- ZDB-2-SMA
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Osękowski, Adam.
Relator term author.
245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE
Title Sharp Martingale and Semimartingale Inequalities
Medium [electronic resource] /
Statement of responsibility, etc by Adam Osękowski.
300 ## - PHYSICAL DESCRIPTION
Extent XI, 462 p. 7 illus.
Other physical details online resource.
440 1# - SERIES STATEMENT/ADDED ENTRY--TITLE
Title Monografie Matematyczne ;
Volume number/sequential designation 72
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Preface.- 1. Introduction.- 2. Burkholder’s method.- 3. Martingale inequalities in discrete time.- 4. Sub- and supermartingale inequalities in discrete time.- 5. Inequalities in continuous time.- 6. Inequalities for orthogonal semimartingales.- 7. Maximal inequalities.- 8. Square function inequalities -- Appendix -- Bibliography.
520 ## - SUMMARY, ETC.
Summary, etc This monograph presents a unified approach to a certain class of semimartingale inequalities, which can be regarded as probabilistic extensions of classical estimates for conjugate harmonic functions on the unit disc. The approach, which has its roots in the seminal works of Burkholder in the 1980s, makes it possible to deduce a given inequality for semimartingales from the existence of a certain special function with some convex-type properties. Remarkably, an appropriate application of the method leads to the sharp version of the estimate under investigation, which is particularly important for applications. These include the theory of quasiregular mappings (with major implications for the geometric function theory); the boundedness of two-dimensional Hilbert transforms and a more general class of Fourier multipliers; the theory of rank-one convex and quasiconvex functions; and more. The book is divided into a number of distinct parts. In the introductory chapter we present the motivation for the results and relate them to some classical problems in harmonic analysis. The next part contains a general description of the method, which is applied in subsequent chapters to the study of sharp estimates for discrete-time martingales; discrete-time sub- and supermartingales; continuous time processes; and the square and maximal functions. Each chapter contains additional bibliographical notes included for reference purposes.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematics.
Topical term or geographic name as entry element Functional analysis.
Topical term or geographic name as entry element Potential theory (Mathematics).
Topical term or geographic name as entry element Distribution (Probability theory).
Topical term or geographic name as entry element Mathematics.
Topical term or geographic name as entry element Probability Theory and Stochastic Processes.
Topical term or geographic name as entry element Potential Theory.
Topical term or geographic name as entry element Functional Analysis.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9783034803694
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://dx.doi.org/10.1007/978-3-0348-0370-0
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Item type E-Book
Copies
Price effective from Permanent location Date last seen Not for loan Date acquired Source of classification or shelving scheme Koha item type Damaged status Lost status Withdrawn status Current location Full call number
2014-04-10AUM Main Library2014-04-10 2014-04-10 E-Book   AUM Main Library519.2

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