Mathematics
Available on Bookshop
Write a review
Books.org participates in affiliate programs including Bookshop.org and the Amazon Services LLC Associates Program. We may earn a commission from qualifying purchases made through links on this page, at no additional cost to you.
Log in to track your reading progress.
Synopsis
This book consists of two sections. The first section (A) is dealing with sets, capacities and measures of sets, giving elementary but deep theorems about approximation of measures and capacities for instance by compact sets. Besides concepts such as "paving capacity" and "capacibility" several modern and quite new concepts such as "capacitance", "mosaic", "envelope", and "scarper" ("rabotage") are introduces in order to describe refinements of the structure of classes of sets. Using these concepts the author proves in a new way know theorems such as Choquet's theorem in abstract form and he also gives new theorems for instance theorems about analytic sets. The second section (B) presents a general theory of stochastic processes but is mainly concerned with fundaments. It gives a far-reaching theory of stopping times and q-fields belonging to stopping times and classifications of stopping times and q-fields. This theory is then applied to stochastic processes, particularly to processes with realizations that are increasing functions. This book is well-fitted for researchers, who need a thorough knowledge of stochastic processes. H. Bergström.Book Details
Published
June 1, 1972
Publisher
Springer
Pages
167
Format
Hardcover - French
ISBN
9783540056768