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 ...
Read More
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.
Read Less
Add this copy of Inequalities In Analysis And Probability (Third Edition to cart. $120.24, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2021 by World Scientific Publishing Co Pte Ltd.
Add this copy of Inequalities in Analysis and Probability (Third Edition to cart. $125.97, new condition, Sold by Media Smart rated 3.0 out of 5 stars, ships from Hawthorne, CA, UNITED STATES.
Add this copy of Inequalities in Analysis and Probability to cart. $148.10, new condition, Sold by discount_scientific_books rated 5.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES.