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Reelle und vektorwertige Quasimartingale und die Theorie der stochastischen Integration. (German) Zbl 0364.60006
Lecture Notes in Mathematics. 607. Berlin-Heidelberg-New York: Springer-Verlag. IX, 310 S. DM 31.00; $ 14.30 (1977).

60-02 Research exposition (monographs, survey articles) pertaining to probability theory
60H05 Stochastic integrals
60B15 Probability measures on groups or semigroups, Fourier transforms, factorization
60G17 Sample path properties
60G40 Stopping times; optimal stopping problems; gambling theory
60G05 Foundations of stochastic processes
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