Stopping Time Techniques for Analysts and Probabilists

By:

L Egghe

Format:

Paperback / softback

Series:

London Mathematical Society Lecture Note Series,

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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.

Release date Australia

September 27th, 1984

Author

L Egghe

Audience

Professional & Vocational

Pages

368

Series

London Mathematical Society Lecture Note Series,

Dimensions

152x228x20

ISBN-13

9780521317153

Product ID

2452021

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