The book is aimed at graduate students and researchers with basic knowledge of Probability and Integration Theory. It introduces classical inequalities in vector and functional spaces with applications to probability. It also develops new extensions of the analytical inequalities, with sharper bounds and generalizations to the sum or the supremum of random variables, to martingales and to transformed Brownian motions. The proofs of many new results are presented in great detail. Original tools are developed for spatial ...
Read More
The book is aimed at graduate students and researchers with basic knowledge of Probability and Integration Theory. It introduces classical inequalities in vector and functional spaces with applications to probability. It also develops new extensions of the analytical inequalities, with sharper bounds and generalizations to the sum or the supremum of random variables, to martingales and to transformed Brownian motions. The proofs of many new results are presented in great detail. Original tools are developed for spatial point processes and stochastic integration with respect to local martingales in the plane.This second edition covers properties of random variables and time continuous local martingales with a discontinuous predictable compensator, with exponential inequalities and new inequalities for their maximum variable and their p-variations. A chapter on stochastic calculus presents the exponential sub-martingales developed for stationary processes and their properties. Another chapter devoted itself to the renewal theory of processes and to semi-Markovian processes, branching processes and shock processes. The Chapman-Kolmogorov equations for strong semi-Markovian processes provide equations for their hitting times in a functional setting which extends the exponential properties of the Markovian processes.
Read Less
Add this copy of Inequalities in Analysis and Probability to cart. $98.29, new condition, Sold by discount_scientific_books rated 5.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES.
Add this copy of Inequalities in Analysis and Probability Second Edition to cart. $112.86, new condition, Sold by Books2anywhere rated 5.0 out of 5 stars, ships from Fairford, GLOUCESTERSHIRE, UNITED KINGDOM, published 2017 by World Scientific Publishing Company.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
Add this copy of Inequalities in Analysis and Probability Second Edition to cart. $119.92, new condition, Sold by Paperbackshop International rated 1.0 out of 5 stars, ships from Fairford, GLOS, UNITED KINGDOM, published 2017 by World Scientific Publishing Company.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
Add this copy of Inequalities in Analysis and Probability (Second to cart. $123.82, new condition, Sold by Ria Christie Books rated 4.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2017 by World Scientific Publishing Company.
Add this copy of Inequalities in Analysis and Probability (Second to cart. $131.97, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2017 by World Scientific Publishing Co.
Add this copy of Inequalities in Analysis and Probability to cart. $138.61, new condition, Sold by Paperbackshop rated 4.0 out of 5 stars, ships from Bensenville, IL, UNITED STATES, published 2017 by World Scientific Publishing Company.
