Martingale inequalities. Seminar notes on recent progress. (English) Zbl 0284.60046

Mathematics Lecture Note Series 53. Reading, Mass. etc.: W. A. Benjamin, Inc. Advanced Book Program. VIII, 184 p. hbk: $ 14.00; pbk: $ 6.50 (1973).


60-02 Research exposition (monographs, survey articles) pertaining to probability theory
26D15 Inequalities for sums, series and integrals
60G40 Stopping times; optimal stopping problems; gambling theory
60H99 Stochastic analysis