LMS: 100 Stopping Time Techniques (London Mathematical Society Lecture Note Series, Series Number 100) - Softcover

Egghe, L.

Softcover

ISBN 10: 0521317150 ISBN 13: 9780521317153

Publisher: Cambridge University Press, 2008

Synopsis

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.

About this title

Book Description

This book considers convergence of adapted sequences of real and Banach space-valued integrable functions, emphasizing the use of stopping time techniques. 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.

Edition details

• Publisher: Cambridge University Press
• Publication date: 2008
• Language: English
• ISBN 10: 0521317150
• ISBN 13: 9780521317153
• Binding: Paperback
• Number of pages: 368