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Events of Borel Sets, Construction of Borel Sets and Random Variables for Stochastic Finance Cover

Events of Borel Sets, Construction of Borel Sets and Random Variables for Stochastic Finance

By: Peter Jaeger  
Open Access
|Mar 2014

Abstract

We consider special events of Borel sets with the aim to prove, that the set of the irrational numbers is an event of the Borel sets. The set of the natural numbers, the set of the integer numbers and the set of the rational numbers are countable, so we can use the literature [10] (pp. 78-81) as a basis for the similar construction of the proof. Next we prove, that different sets can construct the Borel sets [16] (pp. 9-10). Literature [16] (pp. 9-10) and [11] (pp. 11-12) gives an overview, that there exists some other sets for this construction. Last we define special functions as random variables for stochastic finance in discrete time. The relevant functions are implemented in the article [15], see [9] (p. 4). The aim is to construct events and random variables, which can easily be used with a probability measure. See as an example theorems (10) and (14) in [20]. Then the formalization is more similar to the presentation used in the book [9]. As a background, further literatures is [3] (pp. 9-12), [13] (pp. 17-20), and [8] (pp.32-35).

DOI: https://doi.org/10.2478/forma-2014-0022 | Journal eISSN: 1898-9934 | Journal ISSN: 1426-2630
Language: English
Page range: 199 - 204
Submitted on: Jul 10, 2014
Published on: Mar 31, 2014
Published by: University of Białystok
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year

© 2014 Peter Jaeger, published by University of Białystok
This work is licensed under the Creative Commons Attribution-ShareAlike 3.0 License.