Stopping time techniques for analysts and probabilists
Egghe, L. (Leo)
creator
text
bibliography
Electronic books.
Electronic books.
enk
Cambridge [Cambridgeshire]
New York
Cambridge University Press
1984
monographic
eng
1 online resource (xvi, 351 pages) : illustrations.
This book considers convergence of adapted sequences of real and Banach space-valued integrable functions, emphasizing the use of stopping time techniques. Not only are highly specialized results given, but also elementary applications of these results. The book starts by discussing the convergence theory of martingales and sub-( or super-) martingales with values in a Banach space with or without the Radon-Nikodym property. Several inequalities which are of use in the study of the convergence of more general adapted sequence such as (uniform) amarts, mils and pramarts are proved and sub- and superpramarts are discussed and applied to the convergence of pramarts. Most of the results have a strong relationship with (or in fact are characterizations of) topological or geometrical properties of Banach spaces. The book will interest research and graduate students in probability theory, functional analysis and measure theory, as well as proving a useful textbook for specialized courses on martingale theory.
L. Egghe.
Includes bibliographical references (pages 333-343) and index.
Martingales (Mathematics)
Convergence
MATHEMATICS
Probability & Statistics
General
Convergence
Martingales (Mathematics)
Funktionalanalysis
Konvergenz
Martingal
Wahrscheinlichkeitsrechnung
Waarschijnlijkheid (statistiek)
Convergentie (wiskunde)
Martingales (mathÃ©matiques)
Convergence (mathÃ©matiques)
Funktionalanalysis
Konvergenz
Martingal
Wahrscheinlichkeitsrechnung
QA274.5 .E37 1984eb
519.2/87
31.70
31.46
Stopping time techniques for analysts and probabilists
Egghe, L. (Leo).
Cambridge [Cambridgeshire] ; New York : Cambridge University Press, 1984
(DLC) 84045433
(OCoLC)11045340
London Mathematical Society lecture note series ; 100
9781107361324
110736132X
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=552458
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=552458
N$T
130415
20210309145504.0
ocn839305257
eng