Notes on Stochastic Calculus

نویسنده

  • David Nualart
چکیده

(ii) F is a family of subsets of Ω which has the structure of a σ-field: a) ∅ ∈ F b) If A ∈ F , then its complement A also belongs to F c) A1, A2, . . . ∈ F =⇒ ∪i=1Ai ∈ F (iii) P is a function which associates a number P (A) to each set A ∈ F with the following properties: a) 0 ≤ P (A) ≤ 1, b) P (Ω) = 1 c) For any sequence A1, A2, . . . of disjoints sets in F (that is, Ai∩Aj = ∅ if i 6= j), P (∪i=1Ai) = ∑∞ i=1 P (Ai)

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تاریخ انتشار 2008