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Paperback Derivation and Martingales Book
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ISBN: 3642861822

ISBN13: 9783642861826

Derivation and Martingales

by , , , et al.
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Format: Paperback

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Book Overview

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...

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