Description
Using Bishop's work on constructive analysis as a framework, this monograph gives a systematic, detailed and general constructive theory of probability theory and stochastic processes. It is the first extended account of this theory: almost all of the constructive existence and continuity theorems that permeate the book are original. It also contains results and methods hitherto unknown in the constructive and nonconstructive settings. The text features logic only in the common sense and, beyond a certain mathematical maturity, requires no prior training in either constructive mathematics or probability theory. It will thus be accessible and of interest, both to probabilists interested in the foundations of their speciality and to constructive mathematicians who wish to see Bishop's theory applied to a particular field.
Table of Contents
Part I. Introduction and Preliminaries: 1. Introduction; 2. Preliminaries; 3. Partition of unity; Part II. Probability Theory: 4. Integration and measure; 5. Probability space; Part III. Stochastic Process: 6. Random field and stochastic process; 7. Measurable random field; 8. Martingale; 9. a.u. continuous process; 10. a.u. càdlàg process; 11. Markov process; Appendix A. Inverse function theorem; Appendix B. Change of integration variables; Appendix C. Taylor's theorem; References; Index.
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