Foundations of Constructive Probability Theory

ISBN-13: 9781108835435 / Angielski / Twarda / 2021 / 550 str.

Yuen-Kwok Chan

Opis

This book provides a systematic and general theory of probability within the framework of constructive mathematics.

Recenzje

'This book is an important contribution to Bishop-style constructive mathematics (BISH), as it offers an elaborate development of constructive probability theory within Bishop-Cheng Measure Theory (BCMT).' Iosif Petrakis, zbMATH

Spis treści

Part I. Introduction and Preliminaries: 1. Introduction; 2. Preliminaries; 3. Partition of unity; Part II. Probability Theory: 4. Integration and measure; 5. Probability space; Part III. Stochastic Process: 6. Random field and stochastic process; 7. Measurable random field; 8. Martingale; 9. a.u. continuous process; 10. a.u. càdlàg process; 11. Markov process; Appendix A. Inverse function theorem; Appendix B. Change of integration variables; Appendix C. Taylor's theorem; References; Index.