Probability Theory III Stochastic Calculus / edited by Yurij V. Prokhorov, Albert N. Shiryaev.
Preface In the axioms of probability theory proposed by Kolmogorov the basic "probabilistic" object is the concept of a probability model or probability space. This is a triple (n, F, P), where n is the space of elementary events or outcomes, F is a a-algebra of subsets of n announced by t...
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