Abstract
Let (Ω, F, P) be a probability space, and let.F 1 ⊆ F 2 ⊆ ... ⊆ F N ⊆ F be a nondecreasing family of sub-σ-algebras of F.
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Bibliography
Notes and References. 1
Shiryaev, A.N. (1996): Probability, 2nd edn. Springer-Verlag, Berlin Heidelberg New York
Doob, J.L. (1954): Stochastic Processes. Wiley, New York
Meyer, P.A. (1966): Probabilités et Potentiel. Hermann, Paris
Neveu, J. (1975): Discrete Parameter Martingales. North-Holland, Amsterdam
Gikhman, I.I. and Skorokhod, A.V. (1974): Theory of Random Processes. I. Springer-Verlag, Berlin Heidelberg New York
Notes and References.2
Shiryaev, A.N. (1996): Probability, 2nd edn. Springer-Verlag, Berlin Heidelberg New York
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© 2001 Springer-Verlag Berlin Heidelberg
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Liptser, R.S., Shiryaev, A.N. (2001). Martingales and Related Processes: Discrete Time. In: Statistics of Random Processes. Applications of Mathematics, vol 5. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-13043-8_3
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DOI: https://doi.org/10.1007/978-3-662-13043-8_3
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