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Inequalities in Analysis & Probability by Odile Pons-P2P

Inequalities in Analysis and Probability is a must for 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.

Inequalities in Analysis and Probability by Odile Pons (2nd Edition)-P2P
English | 300  pages | ePUB | 4.9 MB
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