ENGLISH

Stopping time techniques for analysts and probabilists

By L. Egghe

Book information

Publisher
CUP
Year
1984
ISBN
9780521317153, 0521317150
LCC
QA274.5 .E37 1984
Open Library ID
OL2868132M
Language
english
Format
DJVU
Filesize
2 MB (1689026 bytes)
Series
London Mathematical Society Lecture Note Series
Pages
368\368
Library
Kolxo3
DPI
300
Time added
2010-07-29 05:14:56

Description

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.

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