In response to unanswered difficulties in the generalized case of conditional expectation and to treat the topic in a well-deservedly thorough manner, M.M. Rao gave us the highly successful first edition of Conditional Measures and Applications. Until this groundbreaking work, conditional probability was relegated to scattered journal articles and mere chapters in larger works on probability. This second edition continues to offer a thorough treatment of conditioning while adding substantial new information on developments and applications that have emerged over the past decade. Conditional Measures and Applications, Second Edition clearly elucidates the subject, from fundamental principles to abstract analysis. The author illustrates the computational difficulties in evaluating conditional probabilities in nondiscrete cases with numerous examples, demonstrates applications to Markov processes, martingales, potential theory, and Reynolds operators as well as sufficiency in statistics, and clarifies ideas in modern noncommutative probability structures through conditioning in general structures, including parts of operator algebras and "free" random variables. He also discusses existence and construction problems from the Bishop-Brouwer constructive analysis point of view. With open problems in every chapter and links to other areas of mathematics, this invaluable second edition offers complete coverage of conditional probability and expectation and their structural analysis, from simple to advanced abstract levels, for both novices and seasoned mathematicians.

Significantly revised and expanded, this authoritative reference/text comprehensively describes concepts in measure theory, classical integration, and generalized Riemann integration of both scalar and vector types-providing a complete and detailed review of every aspect of measure and integration theory using valuable examples, exercises, and applications. With more than 170 references for further investigation of the subject, this Second Edition -provides more than 60 pages of new information, as well as a new chapter on nonabsolute integrals -contains extended discussions on the four basic results of Banach spaces -presents an in-depth analysis of the classical integrations with many applications, including integration of nonmeasurable functions, Lebesgue spaces, and their properties -details the basic properties and extensions of the Lebesgue-Caratheodory measure theory, as well as the structure and convergence of real measurable functions -covers the Stone isomorphism theorem, the lifting theorem, the Daniell method of integration, and capacity theory Measure Theory and Integration, Second Edition is a valuable reference for all pure and applied mathematicians, statisticians, and mathematical analysts, and an outstanding text for all graduate students in these disciplines.

As in the case of the two previous volumes published in 1986 and 1997, the purpose of this monograph is to focus the interplay between real (functional) analysis and stochastic analysis show their mutual benefits and advance the subjects. The presentation of each article, given as a chapter, is in a research-expository style covering the respective topics in depth. In fact, most of the details are included so that each work is essentially self contained and thus will be of use both for advanced graduate students and other researchers interested in the areas considered. Moreover, numerous new problems for future research are suggested in each chapter. The presented articles contain a substantial number of new results as well as unified and simplified accounts of previously known ones. A large part of the material cov ered is on stochastic differential equations on various structures, together with some applications. Although Brownian motion plays a key role, (semi-) martingale theory is important for a considerable extent. Moreover, noncommutative analysis and probabil ity have a prominent role in some chapters, with new ideas and results. A more detailed outline of each of the articles appears in the introduction and outline to assist readers in selecting and starting their work. All chapters have been reviewed."