René L. Schilling - Measures, Integrals and Martingales

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Ren L. Schilling 2005, 2017

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ISBN 978-1-316-62024-3 Paperback

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This is intended to aid cross-referencing, so notation that is specific to a single section is generally not listed. Some symbols are used locally, without ambiguity, in senses other than those given below. Numbers following entries are page numbers, with the occasional (Pr m.n ) referring to Problem m.n on the respective page.

Unless stated otherwise, binary operations between functions such as fg , fg , fg , fg , comparisons fg , f or limiting relations fnnf , limnfn , liminfnfn , limsupfn , supifi or infifi are always understood pointwise.

Alternatives are indicated by square brackets, i.e., if A [ B ] then P [ Q ] should be read as if A then P and if B then Q .

always in the sense 0

always in the sense 0

natural numbers: 1,2,3,

positive integers: 0,1,2,

integer, rational, real, complex numbers

[-,+]

inf=+ , sup=-

maximum of a and b

minimum of a and b

supk infnkan , 409

infksupnkan , 409

Euclidean norm in n , |x|2=x12++xn2

scalar product i=1nxiyi

volume of the unit ball in n , 181