Differentiation along algebras
Copyright policy )Differentiation along algebras
The convergence of the generalized derivatives of a sequence of finitely additive set functions along a sequence of algebras is proved very simply by using only the maximal inequality. This gives a purely measure-theoretical proof and extension of the semi-martingale convergence theorems.
- Battelle Switzerland
- DigiZeitschriften Germany
Abstract differentiation theory, differentiation of set functions, 510.mathematics, Generalizations of martingales, Differentiation (real functions of one variable): general theory, generalized derivatives, mean value theorems, Article
Abstract differentiation theory, differentiation of set functions, 510.mathematics, Generalizations of martingales, Differentiation (real functions of one variable): general theory, generalized derivatives, mean value theorems, Article
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