Definition (Integrable)
Let measurable. is called integrable if
Remark
Definition (Set of all Integrable Functions)
Let be a measure space. We define to be the set of all integrable functions .
Theorem (Integrable = Vector Space)
is a real-vector space. Furthermore the map is -linear.
A Summary of MATH 891
Integrable
Integrals of Functions that are Zero a.e.
Four Hypotheses
Radner Krainak Theorem
Scheffé's Theorem
Conditional Expectation
Expectation
Markov's Inequality
σ(X)
Summary of MATH 895
Quadratic Variation
Doob's Optional Sampling Theorem
Martingale Convergence Theorem
Martingale
Supermartingale