£125.00

Chapman and Hall/CRC Set-Indexed Martingales - Chapman & Hall/CRC Monographs

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Description

Set-Indexed Martingales provides a comprehensive development of a general theory for Martingales indexed by a family of sets. As part of the Chapman & Hall/CRC Monographs on Statistics and Applied Probability, this text establishes a new framework that offers enough generality to include many important examples. Developed from first principles, the theory combines the concepts of Martingales with a directed index set and set-indexed stochastic processes. This approach creates a unified structure for researchers and students in the fields of statistics and applied probability. Part One of the book extends several classical concepts to this new setting. Readers will find detailed coverage of essential topics including stopping, predictability, and Doob-Meyer decomposition. This monograph serves as a foundational resource for understanding advanced stochastic processes through a unique and rigorous lens.

Key Features

Provides a unique and comprehensive development of a general theory for Martingales indexed by a family of sets.

Establishes a new framework that offers the generality needed to include many interesting mathematical examples.

Built from first principles to combine Martingales with a directed index set and set-indexed stochastic processes.

Extends classical concepts to a new setting, including stopping, predictability, and Doob-Meyer decomposition.

Part of the professional Chapman & Hall/CRC Monographs on Statistics and Applied Probability series.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
27 October 1999
Listed Since
05 February 2007

Barcode

No barcode data available

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