Abstract
Let (Ω,F,P) be a probability measure space and let (X,G) be a measurable space.
A measurable function from the first space into the second is called a “random variable”. The second space is called the “state space”.
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© 2010 Springer-Verlag Berlin Heidelberg
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Doob, J. (2010). Martingale Theory - Potential Theory. In: Brelot, M. (eds) Potential Theory. C.I.M.E. Summer Schools, vol 49. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-11084-9_5
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DOI: https://doi.org/10.1007/978-3-642-11084-9_5
Publisher Name: Springer, Berlin, Heidelberg
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