Abstract
A probability setup begins with a triple \(\Omega ,\mathcal {A},P\), called a probability space, where Ω is a set, and \(\mathcal {A}\) is a σ-algebra on Ω, which is a set of subsets of Ω that contains Ω and is stable with respect to taking the complement and taking countable unions and intersections.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Kunita, H., Watanabe, S. On square integrable martingales, Nagoya Math J. 30, (1967)
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2018 Springer International Publishing AG, part of Springer Nature
About this chapter
Cite this chapter
Bensoussan, A. (2018). Complements on Probability Theory. In: Estimation and Control of Dynamical Systems. Interdisciplinary Applied Mathematics, vol 48. Springer, Cham. https://doi.org/10.1007/978-3-319-75456-7_6
Download citation
DOI: https://doi.org/10.1007/978-3-319-75456-7_6
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-75455-0
Online ISBN: 978-3-319-75456-7
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)