Stopping Time Techniques for Analysts and Probabilists by Leo Egghe
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Stopping Time Techniques for Analysts and Probabilists
By Leo Egghe

Stopping Time Techniques for Analysts and Probabilists

By (author) See other recent books by Leo Egghe
Series edited by N. J. Hitchin See other recent books by N. J. Hitchin
Format: Paperback

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Stopping Time Techniques for Analysts and Probabilists by Leo Egghe

Book 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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Book Details

ISBN: 9780521317153
ISBN-10: 0521317150
Format: Paperback
(228mm x 152mm x 21mm)
Pages: 368
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 27-Sep-1984
Country of Publication: United Kingdom

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