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

Copyright Page

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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