Stopping Time Techniques for Analysts and Probabilists

ISBN-13: 9780521317153 / Angielski / Miękka / 1984 / 368 str.

L. Egghe; J. W. S. Cassels; N. J. Hitchin

Opis

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

Spis treści

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.