Selected Works of Donald L. Burkholder

by Renming Song

Book Overview

This book chronicles Donald Burkholder's thirty-five year study of martingales and its consequences. Here are some of the highlights.

Pioneering work by Burkholder and Donald Austin on the discrete time martingale square function led to Burkholder and Richard Gundy's proof of inequalities comparing the quadratic variations and maximal functions of continuous martingales, inequalities which are now indispensable tools for stochastic analysis...

• Format: Hardcover
• Language: English
• ISBN: 1441972447
• ISBN13: 9781441972446
• Release Date: February 2011
• Publisher: Springer
• Length: 729 Pages
• Weight: 3.34 lbs.
• Dimensions: 1.6" x 7.0" x 10.0"