Probabilities and Potential BTheory of Martingales

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Author(s): Claude Dellacherie and Paul-André Meyer (Eds.)
Series: North-Holland Mathematics Studies 72
Publisher: Elsevier Science Ltd
Year: 1982

Language: English
Pages: iii-xvii, 1-63

Content:
Edited by
Page iii

Copyright page
Page iv

Foreword
Page v
C. Dellacherie, P.A. Meyer

Complements to Chapter IV
Pages xiii-xvii

Chapter V Generalities and the Discrete Case
Pages 1-63

Chapter VI Continuous Parameter Martingales
Pages 65-181

Chapter VII Decomposition of Supermartingales, Applications
Pages 183-308

Chapter VIII Stochastic Integrals, Structure of Martingales
Pages 309-392

Appendix 1 Strong Supermartingales
Pages 393-420

Appendix 2 Complements on Quasimartingales
Pages 421-426

Comments
Pages 427-434

Bibliograpy Review Article
Pages 435-454

Index
Pages 455-460

Index of Notation
Pages 461-463