CONSTRUCTION AND ANALYSIS OF STOPPING TIMES AND BELATED INTEGRALS ON A FILTERED PROBABILITY SPACE

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dc.contributor.authorFULATAN, Ibrahim Aliyu
dc.date.accessioned2015-12-01T09:00:06Z
dc.date.available2015-12-01T09:00:06Z
dc.date.issued2015-05
dc.descriptionA DISSERTATIONSUBMITTED TO THE SCHOOL OF POSTGRADUATE STUDIES, AHMADU BELLO UNIVERSITY, ZARIA IN PARTIAL FULFILLMENT OF THE REQUIREMENTS FOR THE AWARD OF DOCTOR OF PHILOSOPHY IN MATHEMATICS DEPARTMENT OF MATHEMATICS, FACULTY OF SCIENCE AHMADU BELLO UNIVERSITY, ZARIAen_US
dc.description.abstractUsing an intuitive definition of a 1-0-process, a bijection is established between stopping times and adapted processes that are non-decreasing and takevalues 0 and 1. In the theory of stopping time -algebra and its minimal elements on a filtered probability space, the -algebra of the minimal elements of the stopping times is shown to coincide with the stopping time -algebra. A defined stochastic process relative to a stopping time is proved to be a stopped process.In the belated integral theory, it is established that if two processes are  - flat integrable then their product is also -flat integrable and the integral of their product is the product of the integrals.en_US
dc.identifier.urihttp://hdl.handle.net/123456789/7253
dc.language.isoenen_US
dc.subjectCONSTRUCTION,en_US
dc.subjectANALYSIS,en_US
dc.subjectSTOPPING TIMES,en_US
dc.subjectBELATED,en_US
dc.subjectINTEGRALS,en_US
dc.subjectFILTERED,en_US
dc.subjectPROBABILITY,en_US
dc.subjectSPACE,en_US
dc.titleCONSTRUCTION AND ANALYSIS OF STOPPING TIMES AND BELATED INTEGRALS ON A FILTERED PROBABILITY SPACEen_US
dc.typeThesisen_US
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