Derivation and Martingales (Ergebnisse der Mathematik und ihrer Grenzgebiete. 2. Folge)
By Unknown Author.
Description
In Part I of this report the pointwise derivation of scalar set functions is investigated, first along the lines of R. DE POSSEL (abstract derivation basis) and A. P. MORSE (blankets); later certain concrete situations (e. g. , the interval basis) are studied. The principal tool is a Vitali property, whose precise form depends on the derivation property studied. The "halo" (defined at the beginning of Part I, Ch. IV) properties can serve to establish a Vitali property, or sometimes produce directly a derivation property. The main results established are the theorem of JESSEN-MARCI...
ISBN(s)
3540048073, 9783540048077
