Measures, integrals and martingales [E-Book] / René L. Schilling.
Schilling, René L., (author)
Cambridge : Cambridge University Press, 2005
1 online resource (x, 381 pages)
englisch
9780521615259
9780521850155
9780511810886
Full Text
Table of Contents:
  • 1.
  • Prologue
  • 2.
  • The pleasures of counting
  • 3.
  • [sigma]-algebras
  • 4.
  • Measures
  • 5.
  • Uniqueness of measures
  • 6.
  • Existence of measures
  • 7.
  • Measurable mappings
  • 8.
  • Measurable functions
  • 9.
  • Integration of positive functions
  • 10.
  • Integrals of measurable functions and null sets
  • 11.
  • Convergence theorems and their applications
  • 12.
  • The function spaces [actual symbol not reproducible]
  • 13.
  • Product measures and Fubini's theorem
  • 14.
  • Integrals with respect to image measures
  • 15.
  • Integrals of images and Jacobi's transformation rule
  • 16.
  • Uniform integrability and Vitali's convergence theorem
  • 17.
  • Martingales
  • 18.
  • Martingale convergence theorems.