Probabilities and Potential, B ：Theory of Martingales ( Volume 72 )

Publication subTitle ：Theory of Martingales

Publication series ：Volume 72

Author： Dellacherie C.;Meyer P. -A.

Publisher： Elsevier Science‎

Publication year： 2011

E-ISBN: 9780080871837

P-ISBN(Paperback): 9780444865267

P-ISBN(Hardback): 9780444865267

Subject： O211 probability (probability theory, probability theory);TP3 Computers

Language： ENG

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Description

Probabilities and Potential, B

Chapter

Front Cover

pp.： 1 – 4

Probabilities and Potential B: Theory of Martingales

pp.： 4 – 5

pp.： 5 – 8

Contents

pp.： 8 – 14

Complements to Chapter IV: Some useful properties of jumps of cadlag processes

pp.： 14 – 20

CHAPTER V. GENERALITIES AND THE DISCRETE CASE

pp.： 20 – 84

CHAPTER VI. CONTINUOUS PARAMETER MARTINGALES

pp.： 84 – 202

CHAPTER VII. DECOMPOSITION OF SUPERMARTINGALES, APPLICATIONS

pp.： 202 – 328

CHAPTER VIII. STOCHASTIC INTEGRALS, STRUCTURE OF MARTINGALES

pp.： 328 – 412

APPENDIX 1: STRONG SUPERMARTINGALES

pp.： 412 – 440

APPENDIX 2: COMPLEMENTS ON QUASIMARTINGALES

pp.： 440 – 446

COMMENTS

pp.： 446 – 454

BIBLIOGRAPHY

pp.： 454 – 474

INDEX

pp.： 474 – 480

INDEX OF NOTATION

pp.： 480 – 484

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