Essays on the prediction process

Author(s) Frank B. Knight

IMS Lecture Notes Monogr. Ser., 1: 108pp. (1981). DOI: 10.1214/lnms/1215464503

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Institute of Mathematical Statistics Lecture Notes - Monograph Series, Volume 1

108 pp.

Published: 1981

First available in Project Euclid: 7 July 2008

MathSciNet: MR719690

Digital Object Identifier: 10.1214/lnms/1215464503

ISBN: 0940600005

Subjects:

Primary: 60G07

Secondary: 60J55 , 60J99

Institute of Mathematical Statistics Lecture Notes - Monograph Series

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Institute of Mathematical Statistics

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Miscellaneous Frontmatter

Frank B. Knight

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 1, i-vi (1981). Open Access

Essay I: Introduction, Construction, and Fundamental Properties

Frank B. Knight

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 1, 1-45 (1981). https://doi.org/10.1214/lnms/1215464505 Open Access

Essay II: Continuation of an Example of C. Dellacherie

Frank B. Knight

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 1, 46-56 (1981). https://doi.org/10.1214/lnms/1215464506 Open Access

Frank B. Knight

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 1, 57-67 (1981). https://doi.org/10.1214/lnms/1215464507 Open Access

Essay IV: Application of the Prediction Process to Martingales

Frank B. Knight

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 1, 68-108 (1981). https://doi.org/10.1214/lnms/1215464508 Open Access