I offer this version of the index in its TeXfile form, so that %(if you have a fast connection and can put up with the formatting) %you can check for individual terms with control-F %without leaving your browser. %
\frfilename{mt6i.tex}
\versiondate{22.3.13/7.6.14}
\copyrightdate{2013}
\def\iiv{ii_{\pmb{v}}}
\def\iivu{\iiv(\pmb{u})}
%\def\indexheader#1{\ifnum\volumeno<6{}\else\indexheader{#1}\fi}
\volumeno=6
\Centerline{\bf Index to Volume 6}
In this index, I list definitions
of terms used in Volume 6, but make no further
attempt to cover the material in other volumes.
Definitions marked with $\pmb{>}$ are those in which my usage is
dangerously at variance with that of some other author or authors.
\medskip
\indexheader{absolutely}
absolutely continuous real function 618D
\indexheader{accessibility}
accessibility {\it see} region of accessibility ({\bf 643C})
\indexheader{adapted}
adapted local interval function {\bf 613C}, 613D, 613E, 613F, 613G, 613H,
613J, 613Xa, 613Yc, 619Xd, 636Yb, 633F, 639D;
{\it see also} integrating interval function ({\bf 619B})
\indexheader{algebra}
algebra {\it see} $f$-algebra ({\bf 352W})
\indexmedskip%B
\indexheader{basic}
basic stopping time {\it 617H proof}
\indexheader{Bichteler}
Bichteler-Dellacherie theorem 634K, 634L
\indexheader{Borel}
Borel measurable function 645Q, 645R
\indexheader{bounded}
bounded set {\it see} topologically bounded
bounded stopping time {\bf 611Bb}
bounded variation (real function) 614Xk, 615G, 618D, 645Xb
----- (process) 614K, {\bf 614L}, 614M,
631H, 631Ib, 614Xd, 614Xh, {\it 614Xi}, 614Xj, 614Xk, 614Xl, 614Xo,
615G, 619Hc, \S631,
%631D, 631E, 631F, 631G, 631H, 631I, 631J, 631L, 631P, 631Xa
636Gb, 637Ld, 638Dd, 638Eb, {\it 638Yb}, 639Eb,
641Xc, 642Xb, 643H, 646Oc, 647Gd, 653Eb, 653G, 653H, 653L;
{\it see also} locally bounded variation ({\bf 614Lb}), $\Mbv$
\indexheader{breakpoint}
breakpoint string (for a simple process) {\bf 612H}, 612I, 612Xd
\indexheader{Brownian}
Brownian motion {\bf 612O}, 615Hb, 617J, 617O, 617Yc, 621Jc, 635T,
651F
\indexmedskip%Ca
\indexheader{\cadlag}
\cadlag\ real function {\bf 4A2A}, 615D, 615G, 615Xb, 615Ya, 642E
\cadlag\ process {\bf 615Xc}, 615Yd-615Yf; %615Yd, 615Ye, 615Yf
{\it see also} $\Mcdlg$ ({\bf 615Xc})
\cadlag\ sample paths 615D, 642E
\indexheader{capped}
capped-stake variation set {\bf 614E}
----- ($Q_{\Cal S}(d\psi)$) {\bf 614Ea}, 619B
----- ($Q_{\Cal S}(d\pmb{u}\psi)$) 619Fa
----- ($Q_{\Cal S}(d\pmb{v})$) {\bf 614Ec}, 614Xc, 614Xk, 634J, 646N, 646Ya
----- ($Q_{\Cal S}(|d\pmb v|)$) {\bf 614Ec}
----- ($Q_{\Cal S}((d\pmb{v})^2)$) {\bf 614Ec}
----- ($Q_{\Cal S}(Pd\pmb{v})$) {\bf 633G}, 634Xb
----- ($Q_{\Cal S}(|Pd\pmb{v}|)$) {\bf 633G}, 634Xb
----- ($Q_{\Cal S}(d\pmb{v}d\pmb{w})$) {\bf 619Ia}
----- ($\widehat Q_{\Cal S}(d\pmb{v})$) {\bf 635Fb}, 635H
%Q_{\Cal S}(d\psi)
\indexheader{c\`agl\`ad}
c\`agl\`ad function
\indexheader{Cauchy}
Cauchy distribution 617Ya
Cauchy sequence 645F
%Cb%Cc%Cd%Ce
\indexheader{cell}
cell (in `$I$-cell') {\bf 611Je}, 611K, 612Ib, 613Eb
%Cf%Cg%Ch
\indexheader{change}
change of law 613Bg, 613I, 632B, 632C, 634K, 634Ld, 651I, 651J, 651Z
change of variables 613Yc, 619G, 635N-635P, %635N, 635O, 635P
646P
%Ci%Cj%Ck%Cl
\indexheader{closed}
closed subalgebra {\bf 323I}, 613Ab, \S638
%Cm%Cn%Co
\indexheader{cofinal}
cofinal subset of a partially ordered set {\bf 3A1Fa}
\indexheader{coinitial}
coinitial subset of a partially ordered set {\bf 511Bc}
\indexheader{complete}
complete linear topological space 613Bh, 635Dc, 635Xa
complete measure space {\bf 211A}, 612F
\indexheader{concave}
concave function 634Ca
\indexheader{conditional}
conditional expectation {\bf 233D}, 616F, 643Bb
----- ----- operator {\bf 242Jf}, {\bf 365Ra}, 616Cb, 617B, 617E, 617Xe,
632B, 638Ga, 638H
\indexheader{constant}
constant process 612De
constant stopping time {\bf 611Bb}, 611Ce, 611Ec, 611Ga, 612Fa,
{\it 637D}, {\it 637J}, 636Xa, {\it 636Yc}, 639Cb
\indexheader{continuous}
continuous sample paths 642Gb
continuous time 615Yc, 641L, 641H
\indexheader{convergence}
convergence in measure {\bf 245A}, {\bf 367L},
{\bf 613B}, 616Bc, {\it 613H}, {\it 613Xe}, 634G, 644Bc, 644C,
645Da, 645K
\indexheader{convex}
convex real function 618B
convex set in a linear space 634F, 634G, {\it 634J}
\indexheader{coordinated}
coordinated (subalgebra coordinated with a filtration)
{\bf 638Gb}, 638I-638L, %638I 638J 638K 638L
{\it 638Qa}, 641Yb
\indexheader{covariation}
covariation {\bf 619H}, 619N, 619J, 619K, 622H, 631M, 635Pa, 635R, 638Qd,
641Xe, 651G-651I %651G, 651H, 651I
\indexheader{cover}
cover (in `$A$ covers $B$') {\bf 636B},
636C-636G, %636C 636D 636E, 636F 636G,
637F, 636E, 636F;
{\it see also} finitely cover ({\bf 636Ba})
\indexheader{covered}
covered envelope {\bf 612Xe}, 612Xf, {\bf 636B}, 637G, 636Ya, 647J
{\it see also} finitely-covered envelope ({\bf 636Bc})
\indexheader{covering}
covering ideal {\bf 6F11M}, 612M, 612Xf, 614Xh, 613Yd, 614Xc, 615F,
{\it 636Bb}, 646N, 646Ya
%Cp%Cq%Cr%Cs%Ct%Cu
\indexheader{cumulative}
cumulative variation (of a process of bounded variation)
{\bf 631Q}, 631E-631G, %631E, 631F, 631G,
631L, 653Eb, 653H, 653M
%Cw%Cx%Cy%Cz
\indexmedskip%D
\indexheader{Dedekind}
Dedekind complete lattice 611C, 612A, 645Ya
\indexheader{Dellacherie}
Dellacherie C.\ {\it see} Bichteler-Dellacherie theorem
\indexheader{distribution}
distribution (of a member of $L^0(\frak A)^n$) 616Xa
\indexheader{distributive}
distributive lattice 611C
distributive law {\it 637Yc}
\indexheader{dominated}
dominated convergence theorem 645N
\indexheader{Doob}
Doob's maximal inequality 616E, 633Ba
Doob's quadratic maximal inequality 653B
Doob-Meyer theorem 633J-633L %633J, 633K, 633L
\indexmedskip
%E
\indexheader{envelope}
envelope {\it see} covered envelope, finitely-covered envelope
{\bf 636Bb}
\indexheader{exactly}
exactly local interval function {\bf 636Yb}
\indexheader{exponential}
exponential process
651B-651I, %651B, 651C, 651D, 651E, 651F, 651G, 651H, 651I
651Xa
\indexheader{extension}
extension of fully adapted process 612Xd, 634H, 637M
%F
\indexheader{filtration}
filtration (of closed subalgebras)
{\bf 611Ba}, 612F, 617Xa, {\it 641Bc}, 638Ba, 638O, 638P, 647E
%includes \frak A_t
----- (of $\sigma$-subalgebras) {\bf 615E}
\indexheader{finite}
finite-valued stopping time {\bf 611Bb}
\indexheader{finitely}
finitely cover (in `$A$ finitely covers $B$') {\bf 636B}, 647Hc
finitely-covered envelope {\bf 636B}, 637E, 637H
finitely full set {\bf 636Bc}, 637Ib, 636M, 636H, 636I, 636J, 636K,
639G, 643J, 643K
\indexheader{free}
free product (of probability algebras) {\it 638Q}
\indexheader{full}
full set of stopping times {\bf 612Xe}, 617Xg, {\bf 636Bc};
{\it see also} finitely full ({\bf 636Bc})
\indexheader{fully}
fully adapted process {\bf 612D},
612G-612I, %612G, 612E, 612Fb, 612H, {\it 612I},
612L-612P, %612Lb, 612M, 612N, 612O, 612P,
612Xe, 612Xa, 612Xg, 613G, 613J, 613Xe, 614Xk, 617Xe,
621D, 621Xa, 622Fa, 634H, 636D, 636H, 637Be, 639D, 639Yb,
641Db, 642Bb, 643Eb, 643I, 643K, 646Ec, 646Ga, 647Gd, 647Ja;
{\it see also} locally order-bounded process ({\bf 612N}),
simple process ({\bf 612H})
\indexheader{fundamental}
Fundamental Theorem of Martingales 643M
\indexmedskip
%G
\indexheader{gauge}
gauge integral 613H, 613Yb, 615Ya
\indexheader{generate}
generate {\it see} linearly generate ({\bf 611K})
\indexmedskip%H\indexmedskip%I
\indexheader{ideal}
ideal (in a lattice) {\bf 611Cf}, 612Xe, 617K, 617Xg, 617Yb;
{\it see also} covering ideal ({\bf 611M})
\indexheader{identity}
identity process {\bf 612Ec}, 614Xi, 614P, 615Ha, 615Ye, 617Xl,
619La, 619Xb, 621Ja, 631Xd, 635T
\indexheader{independent}
independent (stochastically independent) subalgebras
638N, 638P
\indexheader{indefinite}
indefinite (Riemann-sum) integral {\bf 613O}, 613Xd,
617M, 617N, 619Hb, 631I, 631J, 631Xb, 635I,
635I-635P, %635I 635J 635K 635L 635M 635N 635O 635P
635Xc, 641J, 646Kc, 651G, 651J, 651Xa, 653Ea, 653G, 653I
indefinite S-integral 646J, 646L, 646M, 646P, 646R, 647Xa,
653K, 653M, 653O
%\indexheader{inf-closed}
%inf-closed set
%\indexheader{integrable}
\indexheader{integral}
integral (Riemann-sum integral) (in $\int_{\Cal S}\pmb{u}\,d\psi)$)
{\bf 613H}, 613I, 613J, 613Xm, 613Ya, 619E, 619F, 619G, 619M, 619Xd, 619Xf
----- (in $\int_{\Cal S}\pmb{u}\,d\pmb{v}$) {\bf 613K}, 613N, 613L,
613Xb, 613Xc, 613Yd, 619G, 619M, 619Xf, 631B, 631Db, 631J, 631Xd,
634J, 635Ed, 636F, 637H, 637I, 637Md, 638Dg, 638Ec, 639F, 639I,
641H, 641I, 641Xd, 644C, 644E, 644G-644L, %644G 644H 644I 644J 644K 644L
644Xb, 645G, 645J, 645K, 645Ma, 646Ef, 646P, 646Xd, 647Ge, 653Ea
----- (in $\int_{\Cal S}\pmb{u}\,d\pmb{v}d\pmb{w}$) {\bf 613Ka}, 613M,
637Q?
----- (in $\int_{\Cal S}\pmb{u}\,|d\pmb{v}|$) {\bf 613Ka}, 614K,
614Xl, 631B-631F, %631B, 631C, 631Db, 631E, 631F,
631I, 631J, 631L, 631P,
631Xa, 631Xd, 647Xa
----- (in $\int_{\tau}^{\tau'}\pmb{u}\,d\psi)$)
{\bf 613H}, 613Ya, 639Db
----- (in $\int_{\tau}^{\tau'}\pmb{u}\,d\pmb{v}$) 613N,
613Xc, 613Yc, 614G, 615Yb, 615Yc, 617Xi,
619J, 637J, 637K, 635P;
{\it see also} indefinite integral ({\bf 613O})
----- (in $\int_{\tau}^{\tau'}\pmb{u}\,(d\pmb{v})^2$) {\bf 613Kb},
613Xc, 619H
----- (in $\int_{\tau}^{\tau'}\pmb{u}\,|d\pmb{v}|$) {\bf 613Kb}
%----- (in $\int_{\tau}^{\tau'}\pmb{u}\,Pd\pmb{v}$)
%----- (in $\int_{\tau}^{\tau'}\pmb{u}\,|Pd\pmb{v}|$)
----- (in $\int_{\tau}^{\tau'}\pmb{u}\,d\pmb{v}d\pmb{w}$)
619H, 619J, 635N, 635O
----- {\it see also} S-integral ({\bf 645La})
integral equation {\it see} Picard's theorem
\indexheader{integrating}
integrating interval function {\bf 619B},
619C-619G, %619C, 619E, 619F, 619G,
619M, 619I, 619Xa, 619Xd, 619Xf, 631Da, 635J
\indexheader{integrator}
integrator (stochastic process) {\bf 614F}, 614R, 614G, 614H, 614N,
614Xc, 614Xk,
614Yb, 617E, 617F, 617Xf, 618B-618D, %618B, 618C, 618D,
619B, 619G, 619M, 619I, 619J, 619Xf,
622G, 634Ib, 634K-634N, %634K, 634Ld, 634N
634Xd, 634Z,
635H, 635I, 635M-635P, %635M, 635N, 635O, 635P,
635R, 636G, 637J, 637L,
638De, 638Eb, 638Jb, {\it 638Yb}, 639Ec, 639F, 639H, 639I,
641J, 645B-645D, %645Bb, 645Cb, 645D,
645J, 645K, 645M, 645N, 645Xd, 646L, 647Gf;
{\it see also} continuous integrator, local integrator ({\bf 614Fb}),
quasi-integrator ({\bf 634Bd}), strong integrator ({\bf 634Bc})
\indexheader{interval}
interval function {\it see} adapted local interval function ({\bf 613C})
\indexheader{invariance}
invariance under change of law 613I, {\it 613 notes}
\indexheader{It\^o}
It\^o's formula 622B, 622C, 622H, 622Ya, 646Q
\indexmedskip%J
\indexheader{Jensen}
Jensen's lemma 616Cd
\indexheader{jump}
jump-free process {\bf 621Bb}, 621E, 621I, 621Xc, 621Xd, 621Xe, 621Xf,
631G, 631Hb, 631O, 631P, 631Xc, 635Mb, 635Ra, 636Gh, 636M, 636Kb,
637Lh, 637Mc,
638Df, 638E, 639Ee, 641H, 641Kb, 641Xe, 643F, 643G, {\it 644C}, {\it 644E},
645Ma, 646Ob, 646Q, 651Ba, 651J;
{\it see also}
locally jump-free ({\bf 621Bb}), $\Mjf(\Cal S)$ ({\bf 621Ea})
\indexmedskip%K
%\indexheader{Kunita}
%Kunita-Watanabe 635N\query
%perhaps `K-W formula'?
\indexmedskip%L
\indexheader{lattice}
lattice homomorphism 612F, 639Cb
\indexheader{Lebesgue}
Lebesgue probability algebra 617Xa
Lebesgue-Stieltjes measure 615Ya, 615Yb, 645Xb
indexheader{L\'evy}
L\'evy process 612P, 617Xb, 617Ya, 638Q
\indexheader{linear}
linear space topology 644J, 644Xg;
{\it see also} convergence in measure, ucp topology
({\bf 635Cb})
\indexheader{linearly}
linearly generate (in `linearly generate $I$-cells') {\bf 611L}, 612Dd
\indexheader{Lipschitz}
Lipschitz function {\bf 262A}, 614M, 622G, 653H, 653I, 653M, 653O
\indexheader{local}
local integrator {\bf 614Fb}, 614H, 614I, 614Xc, 617G, 617Xm,
618B-618D, %618B, 618C, 618D
631M, 635Xc, 637K, 639J, 641K, 641Xe, 643M, 643Xc, 643Ya,
651B, 651G, 653I, 653O
local interval function
{\it see} adapted local interval function ({\bf 613Ca}),
exactly local interval function ({\bf 636Yb})
local martingale {\bf 617Cc}, 617Hb, 617L, 617N, 617J, 617O,
617Xa, 617Xe, 617Xf, 617Xj, 617Xn, 617Yb,
619K, 633Xd, 633D, 632Bc, 634Ca, 635S, 638Q, 642Yb, 643Kb, 643L, 643M,
646L, 651C, 651H, 651I, 651J, 651Z;
{\it see also} continuous local martingale, exponential local martingale
local ucp topology {\bf 635Xa}, 635Xc
\indexheader{locally}
locally bounded variation (stochastic process)
{\bf 614Lb}, 614Mb, 614Xf, 614Xi, 614N, 615G, 631M, 631Xb,
635S, 636Gb, 641Xf, 643L, 643M;
{\it see also} $\Mlbv$
%normally "locally of bounded variation"
locally jump-free process {\bf 621Bb}, 621F, 621J, 631M,
635Rb, 635S,
642Gb, 651B-651E, %651B, 651C, 651D, 651E,
651G, 651H, 653I, 653Xe, 653Xf
locally near-simple process {\bf 614Bb}, 614C, 614I, 614P, 614Xe, 614Xj,
615B, 615D, 615F, 615H, 615Xb, 615Yd, {\it 615Yf},
617Hc,
617L, 617N, 617Xb, 631M, 631Xb, 634Eb, 634N, 636Lb, 636Xe, 637N,
637I-637K, %637Ia, 637J, 637K,
{\it 637Xa}, 638E, 638F, 639Ef, 639F,
639H-639J, %639H, 639I, 639J,
639Yb, 641D, 641Fa, 641G, 641K, 641Xc, 641Xe, 641Xf, 643B, 643Xc,
646Kc, 651B, 651G, 653Cb, 653I, 653O, 653Xf
locally order-bounded process {\bf 612Kb}, 612L, 612Oc, 612Pf, 612Xf,
614J, 614N,
{\it 617Ya}, 621D, 636Lb, 641Fa, 643Ic, 643K, 653Cb;
{\it see also} $\Mlob$ ({\bf 635Xa})
locally S-integrable process {\bf 645Ld}, 646K, 653O
locally solid topology {\bf 635Ya}
\indexheader{lower}
lower semi-continuous function 613Bc
\indexmedskip
%M
\indexheader{martingale}
martingale {\bf 616Da}, 616E, %6{}16E,
616G-616K, %616G 616H 616I 616J 616K
616Xa, {\bf 617C}, 617E, 617F,
617H-617M, %617H 617I 617J 617K 617L 617M
{\it 617O}, 617Xa, 617Xc-617Xg, %617Xc 617Xe 617Xg
617Xi, 617Xm, 617Xn, {\it 617Yc}, 632Bd, 633B, 633D, 633J, 633K,
633Xb, 633Xc, 634Ca, 635Xb, 637Ja, 639Ed, 642Xb,
643Bb, 643H, 643Ib, 643L, 643Ya, 644I, 646N, 646L,
651D-651F, %651D 651E 651F
651J, 651Z, 653B, 653G, 653H, 653L
----- {\it see also} local martingale ({\bf 617Cc}),
quasi-martingale ({\bf 634Bb}), semimartingale ({\bf 617Cd}),
strong martingale ({\bf 634Bc}),
submartingale ({\bf 633H}), supermartingale ({\bf 634Ba})
\indexheader{maximal}
maximal inequality 616E
\indexheader{measurable}
measurable space with negligibles 622De
\indexheader{measure-converging}
measure-converging filter 637K
\indexheader{measure-preserving}
measure-preserving Boolean homomorphism 616F-616H %616F, 616G, 616H
\indexheader{modular}
modular function {\it 612Df}, {\it 612Xa}
\indexheader{multiplicative}
multiplicative Riesz homomorphism 612Ad, 641Fb, 642K
\indexmedskip%N
\indexheader{near}
near-simple process {\bf 614B}, 614C, 614D, 614G,
614Xa, 614Xb, 614Xj-614Xn, %614Xj, 614Xk, 614Xm, 614Xn,
614Xp, 614Yc, 614Yd, 617Xa, 619I, 621Xb,
631F, 631H-631L, %631Ha 631I 631J 631L
631N-631P, %631N 631O 631P
631Xc, 635M-635P, %635Ma, 635N, 635O, 635P,
636G, 636Ka, 636Lb, {\it 636Yc},
637Db, 637Ed, 637Xb, 638Ed, 639H, 639Yb,
641H, 641I, 641J, 641Kb, 641Xe,
645B, 645J, 645K, 645M, 645O, 646Ee, 646Gb, 646L, 646Xc, 647Gd,
653C, 653E, 653G, 653H, 653K-653M; %653K, 653L, 653M;
{\it see also} locally near-simple ({\bf 614Bb}), $\Mns$ ({\bf 635Eb})
%O
\indexheader{order}
order-bounded process {\bf 612Ka}, 612Xe, 612Xg, 614Ba, 614Ma,
614Xk, 621B, 634D, 634Ia, 636Gb, 636Lb, 636I,
637G-637I, %637G, 637H, 637Ia,
637Lc, 638Dc, 638E, 639Ea, {\it 639F},
641G, 643Ic, 645Z, 646Ed, 646Ga, 647Gd, 647Jb, 653Cb, 653Ec;
{\it see also} locally order-bounded ({\bf 612Kb}),
previsibly order-bounded ({\bf 645Ba}),
uniformly order-bounded ({\bf 644Ba}), $\Mob$ ({\bf 612La})
order-bounded set 645F, 645G
order-closed on the right {\bf 615Xc}
order-closed set 636Ya
order-closed subalgebra 611Ba, 611D, 612A, {\it 613Ab}
order-closed Riesz subspace 612Ga
order-continuous function 611Ci, 612Yb
order-convex set {\bf 4A2A}, 614Yd, 615B, 615F, 615Xa,
636Cb, 637D, 637E, 637N, 637Ia, 637J, 637L, 638E, 638F,
645J-645O, %645J, 645K, 645L, 645M, 645N, 645O,
645Xa, 645Xd
order-convex hull {\it 637Xb}, 638F
order topology {\it 612Ya}, {\it 637D}, {\it 637J}, 643N, 643Xd
order*-convergent sequence (in $L^0$) 642B, 642Xd, 645N
order*-convergent sequence (of processes)
{\bf 642B}, 642Kc, 642Xb, 642Xc, 644C, 644E, 644G, 644H, 644L, 644Xa
\indexheader{oscillation}
oscillation (in $\Osclln_J(\pmb{u})$) {\bf 621B}, 636E, 636M
----- (in $\Osclln^*_I(\pmb{u})$) {\bf 621B}, 621C
----- (in $\Osclln(\pmb{u})$) {\bf 621B}, 621D,
621Xb, 621Xe, 621Xf, 635Ec, 641G, 643H, 643Ic,
643K-643M %643Kd, 643L, 643M
% \Osclln \Osclln^*
\indexmedskip
%P
\indexheader{partially}
partially ordered linear space 645Ya
\indexheader{partition}
partition of unity 611G, {\it 611I}
\indexheader{partially}
partially ordered set 611B
\indexheader{Picard}
Picard's theorem 653H, 653I, 653O
\indexheader{pointwise}
pointwise convergence of a sequence of functions 642B, 642Kc
\indexheader{Poisson}
Poisson process {\bf 612P}, 614Xi, 614Xe, 615Hc, 617P,
617Xl, 619Lb, 619Xc, 621Jb, 633O, 638Q, 641Xb, 642Yb, 643Xb
\indexheader{Polish}
Polish topological space 611Ya
\indexheader{pre-order}
pre-order {\bf 645Ya}
\indexheader{previsible}
previsible process {\bf 642C}, 642D, 642K, 642Xd, 642Xe,
{\it 642Ya}, {\it 642Yb}, 645O
{\it see also} $\Mpv$
previsible variation {\bf 633M}, {\bf 633L},
633Xa, 633Xe, 633Xf, 635V, 638Qd, 642Ya, 643F, 643G
previsible version of a process 641Db, {\bf 641E},
641F, 641G,
641H, 641I, 641J, 641Ka, 641Xb-641Xf, %641Xb 641Xc 641Xd 641Xe 641Xf
642Db, 642Eb, 642Fb, 642Xd, 643Xe, 644C, 644E, 644G, 644H, 644L,
645B-645D, %645B, 645Ca, 645Db,
645H, 645J, 645K, 645Ma, 645N, 645Xd, 646Ed, 646Gb, 646J, 646Kc, 646R,
647B, 647Gg, 653Kb, 653M, 653N, 653O
previsible $\sigma$-algebra {\bf 642H}, 642I
\indexheader{previsibly}
previsibly order-bounded process {\bf 645Ba}, 646Gc; {\it see also}
uniformly previsibly order-bounded ({\bf 645Ba}), $\Mob^0$ ({\bf 645Ba})
previsibly simple process {\bf 615Yc}
\indexheader{probability}
probability algebra 613A
probability space 612F
\indexheader{process}
process {\it see} fully adapted process ({\bf 612D})
\indexheader{product}
product $f$-algebra 612B
product measure 638M
\indexheader{progressively}
progressively measurable stochastic process {\bf 455Le},
612Fb, 612Xb, 615D, 637Xa
\indexmedskip%Q
\indexheader{quadratic}
quadratic variation {\bf 619H}, 619N, 619K, 619L, 619Xb, 619Xc, 619Xe,
622B, 622C, 622Ya, 631L, 631M, 633Xb, 633Xc, 633Xd,
635P-635T, % 635P, 635R, 635S, 635T
635V, 636Gi, 637Li, 639J, 641K, 644I, 646Q,
651B, 651E, 651J, 653G, 653H, 653L, 653M
\indexheader{quasi-integrator}
quasi-integrator {\bf 634Bb}, 634I
\indexheader{quasi-martingale}
quasi-martingale {\bf 634Bb}, 634E, 634K, 634Lc,
634Xa-634Xc, %634Xa, 634Xb, 634Xc
634Xe
\indexmedskip%R
\indexheader{region}
region of accessibility {\bf 643C}, 643Db, 643E, 643G, 643Xa, 643Xb, 643Xe,
645Xd
\indexheader{relatively}
relatively (stochastically) independent subalgebras
{\bf 638Ga}, 638H, 638I, 638O
\indexheader{representation}
representation of stopping time {\bf 612Fa}
\indexheader{residual}
residual oscillation {\bf 621B}, 621D, 641G, 642Ga, 621Xa, 621Xd,
631G, 631N, 631Xc, 641G, 641Kb, 641Xe, 642Ga, 653E
\indexheader{Riemann}
Riemann sum 613E
Riemann-sum integral {\it see} integral ({\bf 613H})
\indexheader{Riesz}
Riesz homomorphism 612Ga, 612Yd
Riesz space 612Ga, 645Ya
\indexheader{right-continuous}
right-continuous family of stopping times {\bf 639B}, 639Cd
right-continuous filtration (of closed subalgebras)
{\bf 611Ba}, 611C, 611Ed, 611Ge, 611Xa,
612Ob, 612Pc, 612Yb,
615B, {\it 615D}, 615F, 615Yd-615Yf, %615Yd, 615Ye, 615Yf
617Ec, 617Hc, 617L, 617N, 617O, 617Xa,
619K, 621I, 621Xd, 633Xd, 633E, 633J, 633K, 633L, 633Xa, 633Xc,
632C, 634Eb, 634N, 635S, 635U, 635V, 636Yc, 637N,
637I, 637J, 637L, 637Xb,
638B, 638E, 638F, 638Oc, 638P, 638Qa, 638Yb, \S639,
641H, {\it 642G}, 643D, 643E, 643G, 643H, 643L, 643M, 643Xc, 643Ya,
644D, 644E, 644G-644J, %644G 644H 644I 644J
644L, 645J-645O, %645J, 645K, 645L, 645M, 645N, 645O, 645R,
645Xa, 645Xd, 646C, 646D,
646I-646Q, %646I, 646N, 646J, 646L, 646P, 646Q,
646M, 646Xc, 646Xd,
646Ya, 647H-647K, %647H, 647I, 647J, 647K,
647Xa, 651C-651E, %651C, 651D, 651E,
651H-651J %651H, 651I, 651J, 653G-653I, %653G, 653H, 653I,
653K-653O %653K, 653L, 653M, 653N, 653O
----- (of $\sigma$-subalgebras) {\bf 615E}
\indexmedskip
%S
\indexheader{semimartingale}
semimartingale {\bf 617Cd}, 617G, 617Xb, 617Xh, 617Xm, 617Xn,
632C, 634N, 634Z, 643M, 643Xc, 646Ya, 651Z
\indexheader{seminorm}
seminorm {\it see} F-seminorm
\indexheader{separating}
separating sublattice {\bf 637B}, 637C, 637D, 637E, 637N, 637Ia,
637L, 637Xa, 639F, 639I, 639J
\indexheader{sequentially}
sequentially order-continuous function 621Ad, 622Da
\indexheader{simple}
simple process {\bf $\pmb{>}$612H}, 612I, 612J,
612Xc, 612Xd, 612Xf, 612Xg, 612Xh, 612Xi,
613N, 614Xo, 615Xd, 615Yd, 631N-631P, %631N 631O 631P
631Xa, 631Xc, 631Xd,
634J, 635K, 635L, 637Da, 637Ed, 637L, 639Yb, 641Db, 642Fa, 641I, 641Xd,
645Yb, 647Gd, 653Ca;
{\it see also} near-simple ({\bf 614Ba}),
previsibly simple ({\bf 615Yc}), $\Msimp$ ({\bf 635Ea})
simple stopping time {\it 617H proof}, 636Xa, 636Yc
\indexheader{solid}
solid hull {\bf 613Bf}, 616Be
solid linear subspace 612Nc
solid set 635Ya
\indexheader{solid}
split interval {\it 639Yb}
\indexheader{square}
square-integrable process 617M
\indexheader{standard}
standard Poisson process {\it see} Poisson process ({\bf 612P})
\indexheader{starting}
starting value (of a simple process) {\bf 613N}
\indexheader{Stieltjes}
Stieltjes integral 613S
\indexheader{stochastic}
stochastic process {\it see} fully adapted process ({\bf 612D})
\indexheader{Stone}
Stone space of a Boolean algebra 611Xc
\indexheader{stopped}
stopped process 612Gb, 613Yc
\indexheader{stopping}
stopping lemma 615B, 621I
stopping time {\bf 611Bb}, 611I, 612F, 611Xc, 637Bb, 637K;
{\it see also} $\Cal T$
stopping-time interval {\bf 611J}, 611K, 611Xc
\indexheader{strong}
strong integrator {\bf 634Bc}, 634Cb, 634L, 634Xe
\indexheader{sublattice}
sublattice 611Ca, 611K, 612Xe
\indexheader{submartingale}
submartingale {\bf 616Db}, %6{}16Eb,
616L, {\bf 633H}, 633I, 633J, 633K, 633L,
633Xa, 633Xe, 633Xf, {\it 634Ba}, 634La, 634Xc, 635V,
{\it 642Ya}, 643F, 643G
\indexheader{supermartingale}
supermartingale {\bf 634Ba}, 634C-634E, %634Ca, 634D, 634E,
634Lb, 634Xe
\indexmedskip%T
\indexheader{tagged}
tagged partition structure allowing subdivisions 613Yb
\indexheader{topologically}
topologically bounded set (in a linear topological space)
{\bf 3A5N}, {\bf 613Bf}, 614F, 619B, 634G, 635H, 645Ga
\indexheader{totally ordered set} 611B
\indexmedskip%U
\indexheader{uniformly}
uniformly continuous function 645Da, 645P, 646M
uniformly integrable process {\bf 617Ce}, 617De, 617Ea, 617Xm,
633D, 634Eb, 634K, 642Xb, 651D
----- ----- set (in $L^1(\frak A,\bar\mu)$) {\bf 616B}, 633Db, 646N, 646Ya
uniformly order-bounded family of processes {\bf 644Ba}, 644C, 644E,
644G, 644H, 644J-644L %644J, 644K, 644L,
645Ba, 645H, 645K, 645Xa
uniformly previsibly order-bounded family of processes
{\bf 645Ba}, 645P, 645N, 646M
\indexheader{upper}
upper envelope (in a Boolean algebra) {\bf 313S}
%\upr
----- ----- (of a stopping time) {\bf 637Ka}, 637L
upper integral 645Xb
\indexmedskip%V
\indexheader{variation}
variation of a process
{\it see} bounded variation ({\bf 614La}),
cumulative variation ({\bf 631Q}),
locally bounded variation ({\bf 614Lb}),
previsible variation ({\bf 633L}),
quadratic variation ({\bf 619H})
\indexmedskip%W
\indexheader{weak}
weak topology 633L
weak* topology 634F
\indexheader{weakly}
\wsid\ Boolean algebra 611Mf, 611Yd, 643D
\indexheader{well}
well-ordered set 612Ec
Wiener measure {\bf 477D}, 612Oa, 617O
\indexmedskip%X\indexmedskip%Y\indexmedskip%Z\indexmedskip
\indexheader{$\scriptstyle\pmb{A}$}
$\frak A_t$ {\it see} filtration
$\frak A_{\tau}$ {\bf 611D}, 611E, 611Ga, 611H, 611I, 611Xb, 612D,
641Ba, 641Cb, 638I, 641B, 641Cb, 647Gb
$\frak A_{\tau^-}$ {\bf 641B}, 641Ca, 641Da, 642Ea, 641Xa, 641Ya, 641Yb,
643Bb, 643C, 646B
%\indexmedskip\indexheader{$\scriptstyle\pmb{B}$}
\indexmedskip\indexheader{$\scriptstyle\pmb{C}$}
\indexheader{ccc}
ccc Boolean algebra 611Xd
%\indexmedskip\indexheader{$\scriptstyle\pmb{D}$}
\indexmedskip\indexheader{$\scriptstyle\pmb{E}$}
$E$ (in $E_I$) {\it see} cell ({\bf 611Je})
$\Expn$ {\bf 613Aa}, 632B
\indexmedskip\indexheader{$\scriptstyle\pmb{F}$}
$f$-algebra {\bf 352W}, 612Ad, 612B, 612Nc, 635E, 635Xa, 642Bb,
645Ca, 645I
$f$-algebra homomorphism {\bf 612Ad}, 636Da, 646Ga
F-seminorm 635B, 636J, 645C
$f$-subalgebra {\bf 612Ad}, 612Bc, 612Ga, 612Yd, 614M, 615Xc,
618C, 642Da
%\indexmedskip\indexheader{$\scriptstyle\pmb{G}$}
%\indexmedskip\indexheader{$\scriptstyle\pmb{H}$}
\indexmedskip\indexheader{$\scriptstyle\pmb{I}$}
$\Cal I$ (in $\Cal I(\Cal S)$) {\bf 613Ha}
$ii$ (in $\iivu$) {\it see} indefinite integral ({\bf 613O})
\indexmedskip\indexheader{$\scriptstyle\pmb{J}$}
$\Mjf$ (in $\Mjf(\Cal S)$) {\bf 621E}, 635Ec, 635Mb
%jump-free
%\indexmedskip\indexheader{$\scriptstyle\pmb{K}$}
\indexmedskip\indexheader{$\scriptstyle\pmb{L}$}
$L^0$ (in $L^0(\frak A)$) 611Ba, 611Ga, 612A, 612Ga, 613Aa, 642B
$L^1(\frak A,\bar\mu)=L^1_{\bar\mu}$ 632B, 634G
$L^1$-process {\bf 617Ca}, 617Xn, {\it 633H}, 634B, 634Xb, 635U, 646Ya
$L^2$-martingale 633Xc, 635V, 644I
$L^p$-process {\bf 617Ca}, 617Xj, 633Xd
$L^{\infty}$ (in $L^{\infty}(\frak A)$) 611Xa
$L^{\infty}$-process {\bf 617Ca}
$\liminf$ {\it 635U}
\indexmedskip\indexheader{$\scriptstyle\pmb{M}$}
$M$ (in $M(\Cal S)$, the space of fully adapted processes) 612G, 613Bl
$\Mbv$ (in $\Mbv(\Cal S)$) {\bf 614M}, 631C, 645Ya
$\Mcdlg$ (in $\Mcdlg(\Cal S)$) {\bf 615Xc}
$\med$ (in $\med(p,q,r)$, where $p$, $q$, $r$ belong to a
distributive lattice) {\bf 3A1Ic}
$\Mlbv$ (in $\Mlbv(\Cal S)$, the space of processes locally of bounded
variation) {\bf 614Mb}
$\Mlob$ (in $\Mlob(\Cal S)$, the space of locally order-bounded processes)
{\bf 612Lb}, 614Cd, {\bf 635Xa}, 635Xc
$\Mns$ (in $\Mns(\Cal S)$, the space of near-simple processes)
{\bf 635Eb}, 635I-635K, %635I, 635J, 635K,
635M, 641Fb, 644J, 645Db, 645Eb, 645G, 645K, 645Xa
$\Mob$ (in $\Mob(\Cal S)$, the space of order-bounded processes)
{\bf 612Lc}, 614Cd,
635C-635E, %635C, 635D, 635E,
635I-635K, %635I, 635J, 635K,
635Xb, 635Ya, 636J, 641Fb, 642Db, 653D
$\Mob^0$ (in $\Mob^0(\Cal S)$, the space of previsibly order-bounded
processes) {\bf 645Ba},
645C-645F, %645C, 645D, 645E, 645F,
645H, 645I, 645K, 645Xb, 645Z
$\Mpv$ (in $\Mpv(\Cal S)$, the space of previsible processes) 642D, 642Xa
$\MSi$ (in $\MSi(\Cal S)$ {\bf 645Ec}, 645Ib, 653J; {\it see also}
S-integrable ({\bf 645Lb})
$\MSi^0$ (in $\MSi^0(\Cal S)$) {\bf 645Eb}, 646Gd, 646M;
{\it see also} S-integrable process ({\bf 645Lb})
$\Msimp$ (in $\Msimp(\Cal S)$, the space of simple processes)
613Xe, {\bf 635E}, 635Xa, 645Xe
$M_{\text{sbm}}^+$ 633Xa
$\med$ {\bf 3A1Ic}
%\indexmedskip\indexheader{$\scriptstyle\pmb{N}$}
\indexmedskip\indexheader{$\scriptstyle\pmb{O}$}
$\Osclln$ (in $\Osclln_I(\pmb{v})$, $\Osclln^*_I(\pmb{v})$)
{\it see} oscillation ({\bf 621Ba})
\indexmedskip\indexheader{$\scriptstyle\pmb{P}$}
$P$ (in a conditional expectation $P_{\tau}$) {\bf 617A}
$\pmb{P}$ (in $\pmb{P}u$, where $u\in L^1$) {\bf 617E}, 633L, 632B
$Pd$ (in $Pd\pmb{v}$, where $\pmb{v}$ is an $L^1$-process) {\bf 633G},
633L
$P\Delta$ (in $P\Delta\pmb{v}$, where $\pmb{v}$ is an $L^1$-process)
636Yb, {\bf 633F}, 633G
\indexmedskip\indexheader{$\scriptstyle\pmb{Q}$}
$Q$ (in $Q_{\Cal S}$, $\widehat{Q}_{\Cal S}$)
{\it see} capped-stake variation set ({\bf 614E})
%\indexmedskip\indexheader{$\scriptstyle\pmb{R}$}
\indexmedskip\indexheader{$\scriptstyle\pmb{S}$}
$S$ (in $S_I(\pmb{u},\psi)$) {\bf 613Eb}, 613G, 613H, 613Xb, 613Yc
----- (in $S_I(\pmb{u},d\pmb{v})$) 613Ed, {\bf 613Fb}, 613M, 614Ea,
631Bb, 636E, 637G
----- (in $S_I(\pmb{u},(d\pmb{v})^2)$) {\bf 613Fb}, 613M
----- (in $S_I(\pmb{u},|d\pmb{v}|)$) {\bf 613Fb}, 631E
----- (in $S_I(\pmb{u},Pd\pmb{v})$) {\bf 633G}
----- (in $S_I(\pmb{u},|Pd\pmb{v}|)$) {\bf 633G}, 634Xb
$\widehat S$ (in $\widehat{S}_I(\pmb{u},d\pmb{v})$) {\bf 635F}, 635G
S-integrable process 645Eb, 645H, 645I, 645K, {\bf 645Lb},
645M-645O, %645M, 645N, 645O,
645R, 645Xb-645Xd, %645Xb, 645Xd
645Xe, 646B, 646C, 646I, 646J-646Q, %646J, 646L, 646P, 646Q,
646Xd, 653K, 653M, 653N
S-integral ($\Sint$) {\bf 645La}, 645M, 645P, 645N, 645Xb,
646C, 646D, 646I, 647Jd, 647K; {\it see also} indefinite S-integral
S-integration topology 645D, {\bf 645E}, 645F, 645H, 645K, 645P, 645N,
645Xb, 645Xe, 646J, 646M, 647C, 647Jc
$\Sti$ (in $\Sti(\Cal S)$) {\it see} stopping-time interval ({\bf 611J})
$\Sti_0$ (in $\Sti_0(I)$) {\it see} cell ({\bf 611Je})
$\sup$ (in $\sup|\pmb{u}|$) {\bf 612Ka}
\indexmedskip\indexheader{$\scriptstyle\pmb{T}$}
$\Cal T$ (lattice of stopping times) 611B, 611C, \S638
$\Cal T_b$ (set of bounded stopping times) 611Bb, 611Cf, 611Me, 611Xa,
614Xk, 638Bb
$\Cal T_f$ (set of finite stopping times) 611Bb, 611Cf, 611Me, 611Xa,
614Xk, 615D, 638Bb
$\TSi$ {\it see} S-integration topology ({\bf 645E})
\indexmedskip\indexheader{$\scriptstyle\pmb{U}$}
$u_{\tau^-}$ {\bf 641Db}, 641G, 642Eb, 643B
ucp topology {\bf$\pmb{>}$ 635C}, 635D, 635E, 635Xb, 635Xe, 635Xf, 635Ya,
641Fb, 642Db, 644Xe, 645Db, 646M, 653D;
{\it see also} local ucp topology ({\bf 635Xa})
$\upr$ (in $\upr(a,\frak B)$) {\it see} upper envelope ({\bf 313S})
%\indexmedskip\indexheader{$\scriptstyle\pmb{V}$}
%\indexmedskip\indexheader{$\scriptstyle\pmb{W}$}
%\indexmedskip\indexheader{$\scriptstyle\pmb{X}$}
%\indexmedskip\indexheader{$\scriptstyle\pmb{Y}$}
%\indexmedskip\indexheader{$\scriptstyle\pmb{Z}$}
%\indexmedskip\indexheader{$\scriptstyle\pmb{\alpha}$}
%\indexmedskip\indexheader{$\scriptstyle\pmb{\beta}$}
%\indexmedskip\indexheader{$\scriptstyle\pmb{\gamma}$}
%\indexmedskip\indexheader{$\scriptstyle\pmb{\Gamma}$}
%\indexmedskip\indexheader{$\scriptstyle\pmb{\damma}$}
\indexmedskip\indexheader{$\scriptstyle\pmb{\Delta}$}
\indexheader{$\Delta$}
$\Delta$ (in $\Delta\pmb{v}$) {\bf 613Cb}, 613Yc, 619B, 619I
----- (in $|\Delta\pmb v|$ 631Da
----- (in $\pmb{u}\Delta\pmb{v}$) 636Yb
----- (in $P\Delta\pmb{v}$) 636Yb
----- (in $\Delta_e(\pmb{u},\psi)$) {\bf 613Ea}
----- (in $\Delta_e(\pmb{u},d\pmb{v})$,
$\Delta_e(\pmb{u},d\pmb{v}d\pmb{w})$,
$\Delta_e(\pmb{u},|d\pmb{v}|)$) {\bf 613Fa}, 631Bb, 635L
%\indexmedskip%epsilon\indexheader{$\scriptstyle\pmb{\epsilon}$}
%\indexmedskip%zeta\indexheader{$\scriptstyle\pmb{\zeta}$}
%\indexmedskip%eta\indexheader{$\scriptstyle\pmb{\eta}$}
\indexmedskip\indexheader{$\scriptstyle\pmb{\theta}$}
\indexmedskip\indexheader{$\theta$}
$\theta$ (in $\theta(w)$, where $w\in L^0$) {\bf 613B},
{\it 613H}, 616J, 636H, 645Bb, 645J
$\widehat{\theta}$ (in $\widehat{\theta}_A(\pmb{u})$)
{\bf 635B}, 635C, 635Xa, 636H
$\widehat{\theta}'$ (in $\widehat{\theta}'_A(\pmb{u})$)
{\bf 636J}, 636Yd
$\widehat{\theta}^{\#}$ (in $\widehat{\theta}^{\#}_{\pmb{v}}(\pmb{w})$
{\bf 645Bb}, 645Cb, 645D, 645J, 645Yb, 646Gc
%\indexmedskip\indexheader{$\scriptstyle\pmb{\Theta}$}}
%iota
\indexmedskip\indexheader{$\scriptstyle\pmb{\iota}$}
$\pmb{\iota}$ {\it see} identity process ({\bf 612Fc})
%kappa\indexheader{$\scriptstyle\pmb{\kappa}$}
%\indexmedskip\indexheader{$\scriptstyle\pmb{\lambda}$}
$\Lambdapv$ {\it see} previsible $\sigma$-algebra ({\bf 642H})
%\indexmedskip\indexheader{$\scriptstyle\pmb{\Lambda}$}
%\indexmedskip\indexheader{$\scriptstyle\pmb{\mu}$}
%\indexmedskip\indexheader{$\scriptstyle\pmb{\nu}$}
%\indexmedskip\indexheader{$\scriptstyle\pmb{\omicron}$}
\indexmedskip\indexheader{$\scriptstyle\pmb{\pi}$}
$\bar\pi$ (in $\bar\pi_{\sigma}$) {\bf 639B}
%\indexmedskip\indexheader{$\scriptstyle\pmb{\Pi}$}
%\indexmedskip\indexheader{$\scriptstyle\pmb{\rho}$}
%\indexmedskip\indexheader{$\scriptstyle\pmb{\sigma}$}
%\indexmedskip\indexheader{$\scriptstyle\pmb{\Sigma}$}
%\indexmedskip\indexheader{$\scriptstyle\pmb{\tau}$}}
%\indexmedskip\indexheader{$\scriptstyle\pmb{\upsilon}$}
%\indexmedskip\indexvheader{$\scriptstyle\pmb{\Upsilon}$}
%\indexmedskip\indexheader{$\scriptstyle\pmb{\phi}$}
%\indexmedskip\indexheader{$\scriptstyle\pmb{\Phi}$}
\indexmedskip\indexheader{$\scriptstyle\pmb{\chi}$}
$\chi$ (in $\chi a$, where $a$ belongs to a Boolean algebra) {\bf 361D}
%\indexmedskip\indexheader{$\scriptstyle\pmb{\Chi}$}
%\indexmedskip\indexheader{$\scriptstyle\pmb{\psi}$}}
%\indexmedskip\indexheader{$\scriptstyle\pmb{\Psi}$}}
\indexmedskip\indexheader{$\scriptstyle\pmb{\omega}$}
$\omega_1$ (the first uncountable ordinal) 642Ya
%\indexmedskip\indexheader{$\scriptstyle\pmb{\Omega}$}
\indexmedskip\indexheader{1}
1 (the greatest element of a Boolean algebra) {\bf 311Ab}
$\tbf 1$, $\tbf 1^{(\Cal S)}$ (constant processes with value $\chi 1$)
{\bf 612De}, {\bf 641F}
----- processes $z\pmb u=z\tbf 1\times\pmb u$
{\bf 612De}, 612Jc, 612Lc, 612Xg, 613Kb, 613Xb, 614Ce, 614Hd, 614Xl,
615Xc, 617Xn, 619Xd, 619Xe, 621Xf,
633Xf, 635Xf, 641F, 642Xe, 645Da, 645Xd, 646D
\indexmedskip\indexheader{special symbols}
$\bar{\phantom{g}}$ (in $\bar h(u)$)
{\bf 364H}, 612A, 612Ga, 612Nc, 613Bb, 615Xc, 642B
----- (in $\bar h(\pmb{u})$) {\bf 612B}, 612J, 612Yd,
614Cc, 614M, 618B-618D, %618B, 618C 618D
621Eb, 641Fa, 622B, 622C, 634Ca,
635Da, 635E, 636Da, 639I, 641Fa, 642Da, 645Ca, 645I, 646Xa, 646Xb
----- (in $\bar h(v_1,\ldots,v_k)$) {\bf 622D}, 622E, 622Xa, 622Xb
----- (in $\bar h(\pmb{v}_1,\ldots,\pmb{v}_k)$) {\bf 622E},
622F-622H %622F, 622G, 622H, 653D, 653H, 653I, 653J, 653N, 653O
$_-$ (in $\pmb{u}_-$) {\it see} previsible version {\bf 641E}
$\|\,\|_1$ (in $L^1(\frak A,\bar\mu)$) 613B,
616E, 616H, 616J, 616K, 634Xb, 635U
$\|\,\|_2$ (in $L^2(\frak A,\bar\mu)$) 616I, 616K, 653B, 653G, 653L
$\|\,\|_p$ (in $L^p(\frak A,\bar\mu)$) 613Bc, 616Bd
$\|\,\,\|_{\infty}$ (in $\|\pmb{u}\|_{\infty}$, where $\pmb{u}$ is a
process) {\bf 612Na}, 612Xe
$\Bvalue{\,\,}$ (in $\Bvalue{u>\alpha}$) {\bf 364A}, 612A
----- (in $\Bvalue{u\in E}$ {\bf 364G}, 612A
----- (in $\Bvalue{\sigma<\tau}$, $\Bvalue{\sigma\le\tau}$,
$\Bvalue{\sigma=\tau}$) {\bf 611F}, 611G, 611J,
612Fa, 611Xc, 638Bd, 638Kc, 639Cc
----- (in $\Bvalue{\pmb{u}\ne\pmb{v}}$) {\bf 612Nb}, 612Xe, 636Da,
641Fa, 647K
----- (in $\Bvalue{(u_1,\ldots,u_k)\in E}$) {\bf 622D}, 622Xa
$\covar{\phantom{i}}{\phantom{i}}$ {\it see} covariation ({\bf 619H})
$^*$ (in $\pmb{v}^*$, where $\pmb{v}$ is a process)
{\it see} quadratic variation ({\bf 619H})
$\int$ (in $\int_{\Cal S}\pmb{u}\,d\psi$, etc.) {\it see} integral
({\bf 613H}, {\bf 613K})
$\Sint$ (in $\Sint_{\Cal S}\pmb{w}\,d\pmb{v}$)
{\it see} S-integral {\bf 645La}
$\preccurlyeq$ (in $\pmb{v}\preccurlyeq\pmb{v}'$) {\bf 645Bc}, 646F, 647I
\discrpage