Claude Dellacherie and Paul-André Meyer (Eds.)9780444865267, 0444865268
Table of contents :
Content:
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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
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