Preface |
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vii | |
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1 Introduction and Motivation |
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1 | (22) |
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1.1 Introducing Vector Valued Measures |
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1 | (2) |
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3 | (7) |
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1.3 Additivity Properties of Vector Valued Measures |
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10 | (8) |
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1.4 Complements and Exercises |
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18 | (5) |
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21 | (2) |
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2 Second Order Random Measures and Representations |
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23 | (38) |
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23 | (2) |
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2.2 Structures of Second Order Random Measures |
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25 | (13) |
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2.3 Shift Invariant Second Order Random Measures |
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38 | (11) |
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2.4 A Specialization of Random Measures Invariant on Subgroups |
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49 | (5) |
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2.5 Complements and Exercises |
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54 | (7) |
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58 | (3) |
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3 Random Measures Admitting Controls |
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61 | (64) |
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62 | (12) |
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3.2 Controls for Weakly Stable Random Measures |
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74 | (9) |
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3.3 Integral Representations of Stable Classes by Random Measures |
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83 | (11) |
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3.4 Integral Representations of Some Second Order Processes |
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94 | (19) |
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3.5 Complements and Exercises |
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113 | (12) |
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122 | (3) |
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4 Random Measures in Hilbert Space: Specialized Analysis |
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125 | (42) |
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4.1 Bilinear Functional Associated with Random Measures |
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126 | (7) |
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4.2 Local Classes of Random Fields and Related Measures |
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133 | (7) |
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4.3 Bilinear Forms and Random Measures |
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140 | (10) |
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4.4 Random Measures with Constraints |
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150 | (7) |
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4.5 Complements and Exercises |
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157 | (10) |
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164 | (3) |
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5 More on Random Measures and Integrals |
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167 | (50) |
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5.1 Random Measures, Bimeasures and Convolutions |
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167 | (10) |
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5.2 Bilinear Forms and Random Measure Algebras |
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177 | (12) |
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5.3 Vector Integrands and Integrals with Stable Random Measures |
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189 | (12) |
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5.4 Positive and Other Special Classes of Random Measures |
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201 | (6) |
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5.5 Complements and Exercises |
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207 | (10) |
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215 | (2) |
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6 Martingale Type Measures and Their Integrals |
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217 | (52) |
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6.1 Random Measures and Deterministic Integrands |
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218 | (3) |
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6.2 Random Measures and Stochastic Integrands |
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221 | (15) |
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6.3 Random Measures, Stopping Times and Stochastic Integration |
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236 | (14) |
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6.4 Generalizations of Martingale Integrals |
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250 | (11) |
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6.5 Complements and Exercises |
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261 | (8) |
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267 | (2) |
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7 Multiple Random Measures and Integrals |
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269 | (104) |
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7.1 Basic Quasimartingale Spaces and Integrals |
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270 | (18) |
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7.2 Multiple Random Measures, Part I: Cartesian Products |
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288 | (15) |
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7.3 Multiple Random Measures, Part II: Noncartesian Products |
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303 | (14) |
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7.4 Random Line Integrals With Fubini and Green-Stokes Theorems |
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317 | (18) |
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7.5 Random Measures on Partially Ordered Sets |
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335 | (15) |
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7.6 Multiple Random Integrals Using White Noise Methods |
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350 | (12) |
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7.7 Complements and Exercises |
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362 | (11) |
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369 | (4) |
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8 Vector Measures and Integrals |
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373 | (74) |
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8.1 Vector Measures of Nonfhiitc Variation |
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373 | (5) |
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8.2 Vector Integration with Measures of Finite Semivariation, Part I |
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378 | (8) |
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8.3 Vector Integration with Measures of Finite Semivariation, Part II |
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386 | (17) |
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8.4 Some Applications of Vector Measure Integration, Part I |
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403 | (17) |
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8.5 Some Applications of Vector Measure Integration, Part II |
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420 | (16) |
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8.6 Complements and Exercises |
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436 | (11) |
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443 | (4) |
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9 Random and Vector Multimeasures |
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447 | (50) |
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9.1 Bimeasures and Multiple Integrals |
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447 | (10) |
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9.2 Bimeasure Domination, Dilations and Representations of Processes |
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457 | (11) |
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9.3 Spectral Analysis of Second Order Fields and Bimeasures |
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468 | (10) |
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9.4 Multimeasures and Multilinear Forms |
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478 | (11) |
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9.5 Complements and Exercises |
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489 | (8) |
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494 | (3) |
Bibliography |
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497 | (26) |
Notation Index |
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523 | (6) |
Author Index |
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529 | (6) |
Subject Index |
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535 | |