Keywords

#uniform_integrability

Uniform integrability

Mathematical concept

In mathematics, uniform integrability is an important concept in real analysis, functional analysis and measure theory, and plays a vital role in the theory of martingales.

Tue 9th

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Uniform integrability Vitali convergence theorem Dominated convergence theorem Relatively compact subspace Fatou's lemma Diffusion process Expected value Riemann integral Dirichlet kernel Doob's martingale convergence theorems
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