Probability and Measure.

By F. Chaghaghi, P. Billingsley. 1986

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Size-Estimation Framework with Applications to Transitive Closure and Reachability (1997, unknown): “[3]).”
Statistical modeling of causal effects in continuous time (2004, background): “f t1 <t2. CAUSAL EFFECTS IN CONTINUOUS TIME 18 By the deﬁnition of conditional expectation, the above is the same as Z B (M(t2)−M(t1))dP= 0 (16) for all B∈ σ Zt1,X(t1) . Because of Theorem 34.1 in Billingsley (1986), it is suﬃcient to consider B’s forming a π-system generating σ Zt1,X(t1) . With ”
Model Averaging in Risk Management with an Application to Futures Markets (2009, methodology): “Within the first group, we considered the constant conditional correlation (CCC(p, q)) model of Bollerslev (1990) and its more recent generalizations, namely the dynamic conditional correlation (DCC(p, q, 1, 1)) of Engle (2002) and the asymmetric dynamic conditional correlation (ADCC(p, q, 1, 1)) of”
Efficiency of thin and thick markets (2016, unknown): “1 See, for example, Blanchard and Diamond (1989) and Berman (1997).”
A Smooth Model of Decision Making under Ambiguity (2005, unknown): “, Billingsley (1986), p.”
Probability for Statisticians (2000, unknown): “See Billingsley (1968).”
Modeling and Generating Dependent Risk Processes for IRM and DFA (2004, methodology): “Then their joint distribution function restricted to the unit square is equal to 2 [0,1] if and only if a.”