Frank B. Knight Essays on the prediction process (Hayward, Calif.: Institute of Mathematical Statistics, 1981)

Essays on the prediction process

Frank B. Knight

Series Editor: Shanti S. Gupta

Lecture Notes--Monograph Series, Volume 1
Hayward, Calif.: Institute of Mathematical Statistics, 1981.
108 pp.

Subjects:

60G07 (primary)
60J55 (secondary)
60J99 (secondary)

Permanent link to this monograph: http://projecteuclid.org/euclid.lnms/1215464503
Mathmatical Reviews number (MathSciNet): MR719690
ISBN:0-940600-00-5

Miscellaneous Frontmatter

i-vi

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Essay I: Introduction, Construction, and Fundamental Properties

1-45

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Essay II: Continuation of an Example of C. Dellacherie

46-56

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Essay III: Construction of Stationary Strong-Markov Transition Probabilities

57-67

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Essay IV: Application of the Prediction Process to Martingales

68-108

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