Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Stochastic processes --- Measure theory --- 519.216 --- #WWIS:IBM/STAT --- Stochastic processes in general. Prediction theory. Stopping times. Martingales --- 519.216 Stochastic processes in general. Prediction theory. Stopping times. Martingales --- Processus stochastiques --- Theorie de la mesure --- Capacites

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Probability theory --- Mathematical potential theory --- Measure theory. Mathematical integration --- Probabilities --- Measure theory --- Potential theory (Mathematics) --- Martingales (Mathematics) --- Probabilités --- Mesure, Théorie de la --- Potentiel, Théorie du --- Martingales (Mathématiques) --- Potential, Theory of --- 519.2 --- 681.3*G3 --- Stochastic processes --- Green's operators --- Green's theorem --- Potential functions (Mathematics) --- Mathematical analysis --- Mechanics --- Lebesgue measure --- Measurable sets --- Measure of a set --- Algebraic topology --- Integrals, Generalized --- Measure algebras --- Rings (Algebra) --- Probability. Mathematical statistics --- Probability and statistics: probabilistic algorithms (including Monte Carlo);random number generation; statistical computing; statistical software (Mathematics of computing) --- Measure theory. --- Probabilities. --- Martingales (Mathematics). --- Potential theory (Mathematics). --- 681.3*G3 Probability and statistics: probabilistic algorithms (including Monte Carlo);random number generation; statistical computing; statistical software (Mathematics of computing) --- 519.2 Probability. Mathematical statistics --- Probabilités --- Mesure, Théorie de la --- Potentiel, Théorie du --- Martingales (Mathématiques) --- Processus stochastiques --- Probabilités. --- Stochastic processes. --- Theorie du potentiel --- Theorie probabiliste --- Martingales

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

519.216 --- Stochastic processes in general. Prediction theory. Stopping times. Martingales --- 519.216 Stochastic processes in general. Prediction theory. Stopping times. Martingales --- Probabilities --- Probabilités --- Processus stochastiques --- Stochastic processes --- Probabilités. --- Stochastic processes. --- Probabilités --- Probabilities. --- Theorie du potentiel --- Martingales (mathematiques) --- Theorie probabiliste --- Martingales

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

This third volume of the monograph examines potential theory. The first chapter develops potential theory with respect to a single kernel (or discrete time semigroup). All the essential ideas of the theory are presented: excessive functions, reductions, sweeping, maximum principle. The second chapter begins with a study of the notion of reduction in the most general situation possible - the ``gambling house'' of Dubins and Savage. The beautiful results presented have never been made accessible to a wide public. These are then connected with the theory of sweeping with respect to a cone of cont

Probabilities. --- Potential theory (Mathematics) --- Semigroups. --- Group theory --- Green's operators --- Green's theorem --- Potential functions (Mathematics) --- Potential, Theory of --- Mathematical analysis --- Mechanics --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk