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  • 1
    Online Resource
    Online Resource
    Discrete-parameter martingales (1975)
    Amsterdam [u.a.] : North-Holland Publ. Co. [u.a.]
    Details
    UID:
    gbv_87888842X
    Format: Online Ressource (viii, 236 pages)
    ISBN: 9780720428100 , 9780080954189 , 0080954189
    Series Statement: North-Holland mathematical library 10
    Uniform Title: Martingales à temps discret 〈engl.〉
    Note: Revised translation of Martingales à temps discret , Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
    Additional Edition: ISBN 0720428106
    Additional Edition: Druckausg. Neveu, Jacques, 1932 - 2016 Discrete-parameter martingales Amsterdam [u.a.] : North-Holland Publ. Co. [u.a.], 1975 ISBN 0720428106
    Additional Edition: ISBN 0444107088
    Language: English
    Subjects: Mathematics
    RVK:
    SK 820
    Keywords: Electronic books ; Electronic books
    URL: lizenzpflichtig
    URL: lizenzpflichtig
    URL: Volltext
    URL: Volltext
    Author information: Neveu, Jacques 1932-2016
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    Online Access
    Stabi Berlin
    UB Potsdam
  • 2
    Book
    Book
    Discrete-parameter martingales (1975)
    Amsterdam [u.a.] : North-Holland Publ. Co. [u.a.]
    Details
    UID:
    gbv_020210132
    Format: VIII, 236 S.
    ISBN: 0720428106 , 0444107088
    Series Statement: North-Holland mathematical library 10
    Uniform Title: Martingales à temps discret 〈engl.〉
    Note: Überarb. Übers. d. Originals , Literaturverz. S. 222-234
    Additional Edition: Online-Ausg. Neveu, Jacques, 1932 - 2016 Discrete-parameter martingales Amsterdam [u.a.] : North-Holland Publ. Co. [u.a.], 1975 ISBN 9780720428100
    Additional Edition: ISBN 9780080954189
    Additional Edition: ISBN 0080954189
    Language: English
    Subjects: Mathematics
    RVK:
    SK 820
    URL: Inhaltsverzeichnis
    Author information: Neveu, Jacques 1932-2016
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    Book
    Stabi Berlin get availability status
    UB Potsdam get availability status
  • 3
    Book
    Book
    Discrete-parameter Martingales / (1975)
    Amsterdam [u.a.] :North-Holland Publ. [u.a.],
    Details
    UID:
    almafu_BV001963096
    Format: VIII, 236 S. : , graph. Darst.
    ISBN: 0-7204-2810-6 , 0-444-10708-8
    Series Statement: North-Holland mathematical library 10
    Uniform Title: Martingales à temps discret
    Language: English
    Subjects: Economics , Mathematics
    RVK:
    QH 170
    RVK:
    SK 820
    RVK:
    SK 800
    Keywords: Martingal ; Stochastik
    URL: http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001280238&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
    URL: http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001280238&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
    Author information: Neveu, Jacques 1932-2016
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    Book
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    FU Berlin get availability status
  • 4
    Book
    Book
    Discrete-parameter martingales (1975)
    Amsterdam, Oxford : North-Holland Publishing Co, [etc.]
    Details
    UID:
    gbv_424416549
    Format: VIII, 236 S. 8"
    Edition: Revised ed
    ISBN: 0720428106
    Series Statement: (North-Holland mathematical library 10)
    Uniform Title: Martingales à temps discreté 〈engl.〉
    Language: Undetermined
    Library Location Call Number Volume/Issue/Year Availability
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    Stabi Berlin get availability status
  • 5
    Book
    Book
    Discrete-parameter Martingales (1975)
    Amsterdam [u.a.] : North-Holland Publ. [u.a.]
    Details
    UID:
    b3kat_BV001963096
    Format: VIII, 236 S. , graph. Darst.
    ISBN: 0720428106 , 0444107088
    Series Statement: North-Holland mathematical library 10
    Uniform Title: Martingales à temps discret
    Language: English
    Subjects: Economics , Mathematics
    RVK:
    QH 170
    RVK:
    SK 820
    RVK:
    SK 800
    Keywords: Martingal ; Stochastik
    URL: Inhaltsverzeichnis
    Author information: Neveu, Jacques 1932-2016
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  • 6
    Online Resource
    Online Resource
    Discrete-parameter martingales. (2000)
    Burlington :Elsevier Science,
    Details
    UID:
    almahu_9949698074302882
    Format: 1 online resource (245 p.)
    Edition: 1st ed.
    ISBN: 1-282-30920-X , 9786612309205 , 0-08-095418-9
    Series Statement: North-Holland mathematical library
    Content: This book provides a comprehensive introduction to modern global variational theory on fibred spaces. It is based on differentiation and integration theory of differential forms on smooth manifolds, and on the concepts of global analysis and geometry such as jet prolongations of manifolds, mappings, and Lie groups. The book will be invaluable for researchers and PhD students in differential geometry, global analysis, differential equations on manifolds, and mathematical physics, and for the readers who wish to undertake further rigorous study in this broad interdisciplinary field.
    Note: Description based upon print version of record. , Front Cover; Discrete-Parameter Martingales; Copyright Page; Table of Contents; Preface; Chapter I Preliminaries on conditional expectations; I-1 Sub-s-fields of a probability space; I-2 Conditional expectations; I-3 Supplement: Conditional expectations with respect to a s finite measure; Chapter II Positive martingales and supermartingales; II-1 Stopping times; II-2 Positive supermartingales; II-3 Exercises; Chapter III Applications; III-1 Positive martingales and set functions. The Lebesgue and Radon-Nikodym theorems on the decomposition of measures; III-2 Applications to statistical tests , III-3 Haar systems and basesIII-4 Gaussian spaces; III-5 Application to Markov chains; Chapter IV Convergence and regularity of martingales; IV-1 A.s. convergence of Submartingales; IV-2 Regularity of integrable martingales; IV-3 Regular stopping times for an integrable martingale; IV-4 Application: An exponential formula and Wald's identity; IV-5 Supplements; IV-6 Exercises; Chapter V Extensions of the notion of martingale; V-1 Martingales with a directed index set; V-2 Vector-valued martingales; V-3 Reversed martingales; Chapter VI Optimisation problems; VI-1 Snell's problem , VI-2 Application to Markov chainsVI-3 Applications to random walks; VI-4 Another application; VI-5 Application to sequential statistical analysis; VI-6 A stochastic game; Chapter VII Doob's decomposition of submartingales and its application to square-integrable martingales; VII-1 Generalities; VII-2 Asymptotic behaviour of a square integrable martingale; VII-3 Martingales with integrable pth power; VII-4 Gundy's condition; VII-5 Exercises; Chapter VIII Doob's decomposition of positive supermartingales; VIII-1 Generalities; VIII-2 Supplement: A remarkable duality; VIII-3 Quadratic variation , VIII-4 Martingale transformsVIII-5 Exercises; Appendix On the use of young's functions in the theory of martingales; A-1 Young's functions; A-2 Orlicz spaces; A-3 Applications to the theory of martingales; References; Index of terminology and notation , English
    Additional Edition: ISBN 0-7204-2810-6
    Language: English
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    HU Berlin
  • 7
    Online Resource
    Online Resource
    Discrete-parameter martingales. (2000)
    Burlington :Elsevier Science,
    Details
    UID:
    edoccha_9958116502902883
    Format: 1 online resource (245 p.)
    Edition: 1st ed.
    ISBN: 1-282-30920-X , 9786612309205 , 0-08-095418-9
    Series Statement: North-Holland mathematical library
    Content: This book provides a comprehensive introduction to modern global variational theory on fibred spaces. It is based on differentiation and integration theory of differential forms on smooth manifolds, and on the concepts of global analysis and geometry such as jet prolongations of manifolds, mappings, and Lie groups. The book will be invaluable for researchers and PhD students in differential geometry, global analysis, differential equations on manifolds, and mathematical physics, and for the readers who wish to undertake further rigorous study in this broad interdisciplinary field.
    Note: Description based upon print version of record. , Front Cover; Discrete-Parameter Martingales; Copyright Page; Table of Contents; Preface; Chapter I Preliminaries on conditional expectations; I-1 Sub-s-fields of a probability space; I-2 Conditional expectations; I-3 Supplement: Conditional expectations with respect to a s finite measure; Chapter II Positive martingales and supermartingales; II-1 Stopping times; II-2 Positive supermartingales; II-3 Exercises; Chapter III Applications; III-1 Positive martingales and set functions. The Lebesgue and Radon-Nikodym theorems on the decomposition of measures; III-2 Applications to statistical tests , III-3 Haar systems and basesIII-4 Gaussian spaces; III-5 Application to Markov chains; Chapter IV Convergence and regularity of martingales; IV-1 A.s. convergence of Submartingales; IV-2 Regularity of integrable martingales; IV-3 Regular stopping times for an integrable martingale; IV-4 Application: An exponential formula and Wald's identity; IV-5 Supplements; IV-6 Exercises; Chapter V Extensions of the notion of martingale; V-1 Martingales with a directed index set; V-2 Vector-valued martingales; V-3 Reversed martingales; Chapter VI Optimisation problems; VI-1 Snell's problem , VI-2 Application to Markov chainsVI-3 Applications to random walks; VI-4 Another application; VI-5 Application to sequential statistical analysis; VI-6 A stochastic game; Chapter VII Doob's decomposition of submartingales and its application to square-integrable martingales; VII-1 Generalities; VII-2 Asymptotic behaviour of a square integrable martingale; VII-3 Martingales with integrable pth power; VII-4 Gundy's condition; VII-5 Exercises; Chapter VIII Doob's decomposition of positive supermartingales; VIII-1 Generalities; VIII-2 Supplement: A remarkable duality; VIII-3 Quadratic variation , VIII-4 Martingale transformsVIII-5 Exercises; Appendix On the use of young's functions in the theory of martingales; A-1 Young's functions; A-2 Orlicz spaces; A-3 Applications to the theory of martingales; References; Index of terminology and notation , English
    Additional Edition: ISBN 0-7204-2810-6
    Language: English
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    Charité
  • 8
    Online Resource
    Online Resource
    Discrete-parameter martingales. (2000)
    Burlington :Elsevier Science,
    Details
    UID:
    edocfu_9958116502902883
    Format: 1 online resource (245 p.)
    Edition: 1st ed.
    ISBN: 1-282-30920-X , 9786612309205 , 0-08-095418-9
    Series Statement: North-Holland mathematical library
    Content: This book provides a comprehensive introduction to modern global variational theory on fibred spaces. It is based on differentiation and integration theory of differential forms on smooth manifolds, and on the concepts of global analysis and geometry such as jet prolongations of manifolds, mappings, and Lie groups. The book will be invaluable for researchers and PhD students in differential geometry, global analysis, differential equations on manifolds, and mathematical physics, and for the readers who wish to undertake further rigorous study in this broad interdisciplinary field.
    Note: Description based upon print version of record. , Front Cover; Discrete-Parameter Martingales; Copyright Page; Table of Contents; Preface; Chapter I Preliminaries on conditional expectations; I-1 Sub-s-fields of a probability space; I-2 Conditional expectations; I-3 Supplement: Conditional expectations with respect to a s finite measure; Chapter II Positive martingales and supermartingales; II-1 Stopping times; II-2 Positive supermartingales; II-3 Exercises; Chapter III Applications; III-1 Positive martingales and set functions. The Lebesgue and Radon-Nikodym theorems on the decomposition of measures; III-2 Applications to statistical tests , III-3 Haar systems and basesIII-4 Gaussian spaces; III-5 Application to Markov chains; Chapter IV Convergence and regularity of martingales; IV-1 A.s. convergence of Submartingales; IV-2 Regularity of integrable martingales; IV-3 Regular stopping times for an integrable martingale; IV-4 Application: An exponential formula and Wald's identity; IV-5 Supplements; IV-6 Exercises; Chapter V Extensions of the notion of martingale; V-1 Martingales with a directed index set; V-2 Vector-valued martingales; V-3 Reversed martingales; Chapter VI Optimisation problems; VI-1 Snell's problem , VI-2 Application to Markov chainsVI-3 Applications to random walks; VI-4 Another application; VI-5 Application to sequential statistical analysis; VI-6 A stochastic game; Chapter VII Doob's decomposition of submartingales and its application to square-integrable martingales; VII-1 Generalities; VII-2 Asymptotic behaviour of a square integrable martingale; VII-3 Martingales with integrable pth power; VII-4 Gundy's condition; VII-5 Exercises; Chapter VIII Doob's decomposition of positive supermartingales; VIII-1 Generalities; VIII-2 Supplement: A remarkable duality; VIII-3 Quadratic variation , VIII-4 Martingale transformsVIII-5 Exercises; Appendix On the use of young's functions in the theory of martingales; A-1 Young's functions; A-2 Orlicz spaces; A-3 Applications to the theory of martingales; References; Index of terminology and notation , English
    Additional Edition: ISBN 0-7204-2810-6
    Language: English
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    FU Berlin
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