Articoli correlati a LMS: 100 Stopping Time Techniques

9780521317153: LMS: 100 Stopping Time Techniques

Sinossi

This book considers convergence of adapted sequences of real and Banach space-valued integrable functions.

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Descrizione del libro

This book considers convergence of adapted sequences of real and Banach space-valued integrable functions, emphasizing the use of stopping time techniques. 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.

Contenuti

Preface; 1. Types of convergence; 2. Martingale convergence theorems; 3. Sub- and supermartingale convergence theorems; 4. Basic inequalities for adapted sequences; 5. Convergence of generalized martingales in Banach spaces - the mean way; 6. General directed index sets and applications of amart theory; 7. Disadvantages of amarts: convergence of generalized martingales in Banach spaces - the pointwise way; 8. Convergence of generalized sub- and supermartingales in Banach lattices; 9. Closing remarks; References; List of notations; Subject index.

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