Gail Ivanoff, Professor of Mathematics and Statistics, University of Ottawa, Ontario, Canada. Ely Merzbach, Professor of Mathematics and Computer Science, Bar-Ilan University, Ramat Gan, Israel.

"…a small, elegant volume…This state-of-the-art monograph will be a valuable resource and stimulus for further work in the area."-Short Book Reviews of the ISI"I would recommend the book as an excellent introduction to set-indexed martingales. The foundations of the general theory are clearly presented and the reader is led to a point that is close to the current edge of research."--Simon Harris, University of Bath

• IntroductionGeneral TheoryGeneralities. Predictability. Martingales. Decompositions and Quadratic VariationMartingale Characterizations. Generalizations of MartingalesWeak Convergence.Weak Convergence of Set-Indexed ProcessesLimit Theorems for Point ProcessesMartingale Central Limit TheoremsReferencesIndex.

Gail Ivanoff, Professor of Mathematics and Statistics, University of Ottawa, Ontario, Canada. Ely Merzbach, Professor of Mathematics and Computer Science, Bar-Ilan University, Ramat Gan, Israel.

"…a small, elegant volume…This state-of-the-art monograph will be a valuable resource and stimulus for further work in the area."-Short Book Reviews of the ISI"I would recommend the book as an excellent introduction to set-indexed martingales. The foundations of the general theory are clearly presented and the reader is led to a point that is close to the current edge of research."--Simon Harris, University of Bath

• IntroductionGeneral TheoryGeneralities. Predictability. Martingales. Decompositions and Quadratic VariationMartingale Characterizations. Generalizations of MartingalesWeak Convergence.Weak Convergence of Set-Indexed ProcessesLimit Theorems for Point ProcessesMartingale Central Limit TheoremsReferencesIndex.

Gail Ivanoff, Professor of Mathematics and Statistics, University of Ottawa, Ontario, Canada. Ely Merzbach, Professor of Mathematics and Computer Science, Bar-Ilan University, Ramat Gan, Israel.

"…a small, elegant volume…This state-of-the-art monograph will be a valuable resource and stimulus for further work in the area."-Short Book Reviews of the ISI"I would recommend the book as an excellent introduction to set-indexed martingales. The foundations of the general theory are clearly presented and the reader is led to a point that is close to the current edge of research."--Simon Harris, University of Bath

• IntroductionGeneral TheoryGeneralities. Predictability. Martingales. Decompositions and Quadratic VariationMartingale Characterizations. Generalizations of MartingalesWeak Convergence.Weak Convergence of Set-Indexed ProcessesLimit Theorems for Point ProcessesMartingale Central Limit TheoremsReferencesIndex.