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Stopping Times and Directed Processes

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Stopping Times and Directed Processes - Edgar, G. A., and Sucheston, Louis
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The notion of 'stopping times' is a useful one in probability theory; it can be applied to both classical problems and fresh ones. This book presents this technique in the context of the directed set, stochastic processes indexed by directed sets, and many applications in probability, analysis and ergodic theory. Martingales and related processes are considered from several points of view. The book opens with a discussion of pointwise and stochastic convergence of processes, with concise proofs arising from the method of ...

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Stopping Times and Directed Processes 2010, Cambridge University Press, Cambridge

ISBN-13: 9780521135085

Trade paperback

Stopping Times and Directed Processes 1992, Cambridge University Press, Cambridge

ISBN-13: 9780521350235

Hardcover