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Author:   Stanislaw Kwapien ,  Wojbor Woyczynski
Publisher:   Birkhauser Boston Inc
Imprint:   Birkhauser Boston Inc
Edition:   1st ed. 1992. 2nd printing 2000
Dimensions:   Width: 15.50cm , Height: 1.90cm , Length: 23.50cm
Weight:   1.170kg
ISBN:  

9780817641986

ISBN 10:   081764198
Pages:   360
Publication Date:   11 May 2000
Audience:   Professional and scholarly ,  College/higher education ,  Professional & Vocational ,  Postgraduate, Research & Scholarly
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

0 Preliminaries.- 0.1 Topology and measures.- 0.2 Tail inequalities.- 0.3 Filtrations and stopping times.- 0.4 Extensions of probability spaces.- 0.5 Bernoulli and canonical Gaussian and ?-stable sequences.- 0.6 Gaussian measures on linear spaces.- 0.7 Modulars on linear spaces.- 0.8 Musielak-Orlicz spaces.- 0.9 Random Musielak-Orlicz spaces.- 0.10 Complements and comments.- Bibliographical notes.- I Random Series.- 1 Basic Inequalities for Random Linear Forms in Independent Random Variables.- 2 Convergence of Series of Independent Random Variables.- 3 Domination Principles and Comparison of Sums of Independent Random Variables.- 4 Martingales.- 5 Domination Principles for Martingales.- 6 Random Multilinear Forms in Independent Random Variables and Polynomial Chaos.- II Stochastic Integrals.- 7 Integration with Respect to General Stochastic Measures.- 8 Deterministic Integrands.- 9 Predictable Integrands.- 10 Multiple Stochastic Integrals.- A Unconditional and Bounded Multiplier Convergence of Random Series.- A.2 Almost sure convergence.- A.3 Complements and comments.- A hypercontractive view.- Bibliographical notes.- B Vector Measures.- B.1 Extensions of vector measures.- B.2 Boundedness and control measure of stochastic measures.- B.3 Complements and comments.- Bibliographical notes.

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