Abstract
Following the same spirit as in the previous chapter, we continue to explore the implications of applying the results from measure theory to the field of probability theory. This chapter introduces in particular concepts that will be key later to studying various stochastic processes.
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O. Nikodým. Sur une généralisation des intégrales de M. J. Radon. Fundamenta Mathematicae, 15:131–179, 1930.
W. Rudin. Real and complex analysis. McGraw-Hill, New York, third edition, 1987.
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Lanchier, N. (2017). Distribution and conditional expectation. In: Stochastic Modeling. Universitext. Springer, Cham. https://doi.org/10.1007/978-3-319-50038-6_2
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DOI: https://doi.org/10.1007/978-3-319-50038-6_2
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Online ISBN: 978-3-319-50038-6
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