The splendors and miseries of martin...
Mazliak, Laurent.

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  • The splendors and miseries of martingales = their history from the casino to mathematics /
  • 紀錄類型: 書目-電子資源 : Monograph/item
    正題名/作者: The splendors and miseries of martingales/ edited by Laurent Mazliak, Glenn Shafer.
    其他題名: their history from the casino to mathematics /
    其他作者: Mazliak, Laurent.
    出版者: Cham :Springer International Publishing : : 2022.,
    面頁冊數: xiv, 418 p. :ill. (some col.), digital ;24 cm.
    內容註: IN THE BEGINNING: 1. Roger Mansuy: The Origins and Multiple Meanings of Martingale -- 2. Glenn Shafer: Martingales at the Casino -- 3. Bernard Bru and Marie-France Bru: Emile Borel's Denumerable Martingales, 1909-1949 -- 4. Salah Eid: The Dawn of Martingale Convergence: Jessen's Theorem and Lévy's Lemma -- VILLE, LEVY and DOOB: 5. Glenn Shafer: Did Jean Ville Invent Martingales? -- 6. Laurent Mazliak: Paul Lévy's Perspective on Martingales and on Jean Ville -- 7. Bernard Locker and Laurent Mazliak: Doob at Lyon: Bringing Martingales Back to France -- MODERN PROBABILITY: 8. Paul-André Meyer and Glenn Shafer: Stochastic Processes in the Decades after 1950 -- 9. Shinzo Watanabe: Martingales in Japan -- 10. Klaus Krickeberg: My Encounters with Martingales -- MODERN APPLICATIONS: 11. Laurent Bienvenu, Glenn Shafer and Alexander Shen: Martingales in the Study of Randomness -- 12. Tze Leung Lai: Encounters with Martingales in Statistics and Stochastic Optimization -- 13. Odd O. Aalen, Per K. Andersen, Ørnulf Borgan, Richard D. Gill and Nils Keiding: Martingales in Survival Analysis -- 14. Tyron Duncan: Encounters with Martingales in Stochastic Control. Appendix by Laurent Mazliak -- DOCUMENTS: 15. Bernard Bru and Salah Eid: Analysis or Probability? Eight Letters between Børge Jessen and Paul Lévy -- 16. Bernard Bru and Salah Eid: Counterexamples to Abstract Probability. Ten Letters by Jessen, Doob, and Dieudonné -- 17. Pierre Crepel: Jean Ville Remembers Martingales -- 18. Laurent Mazliak: Seven Letters from Paul Lévy to Maurice Fréchet -- 19. Laurent Bienvenu, Glenn Shafer and Alexander Shen: Andrei Kolmogorov and Leonid Levin on Randomness.
    Contained By: Springer Nature eBook
    標題: Martingales (Mathematics) - History. -
    電子資源: https://doi.org/10.1007/978-3-031-05988-9
    ISBN: 9783031059889
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W9446612 電子資源 11.線上閱覽_V 電子書 EB QA274.5 .S65 2022 一般使用(Normal) 在架 0
  • 1 筆 • 頁數 1 •
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