| 书目名称 | Derivation and Martingales | | 编辑 | Charles A. Hayes,Christian Y. Pauc | | 视频video | | | 丛书名称 | Ergebnisse der Mathematik und ihrer Grenzgebiete. 2. Folge | | 图书封面 |  | | 描述 | In Part I of this report the pointwise derivation of scalar set functions is investigated, first along the lines of R. DE POSSEL (abstract derivation basis) and A. P. MORSE (blankets); later certain concrete situations (e. g. , the interval basis) are studied. The principal tool is a Vitali property, whose precise form depends on the derivation property studied. The "halo" (defined at the beginning of Part I, Ch. IV) properties can serve to establish a Vitali property, or sometimes produce directly a derivation property. The main results established are the theorem of JESSEN-MARCINKIEWICZ-ZYGMUND (Part I, Ch. V) and the theorem of A. P. MORSE on the universal derivability of star blankets (Ch. VI) . . In Part II, points are at first discarded; the setting is somatic. It opens by treating an increasing stochastic basis with directed index sets (Th. I. 3) on which premartingales, semimartingales and martingales are defined. Convergence theorems, due largely to K. KRICKEBERG, are obtained using various types of convergence: stochastic, in the mean, in Lp-spaces, in ORLICZ spaces, and according to the order relation. We may mention in particular Th. II. 4. 7 on the stochastic convergen | | 出版日期 | Book 1970 | | 关键词 | Derivation; Martingal; Martingale; Semimartingale; function; theorem | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-642-86180-2 | | isbn_softcover | 978-3-642-86182-6 | | isbn_ebook | 978-3-642-86180-2 | | copyright | Springer-Verlag Berlin Heidelberg 1970 |
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发表于 2025-3-21 16:25:55
