Hostname: page-component-586b7cd67f-dlnhk Total loading time: 0 Render date: 2024-11-26T14:57:34.539Z Has data issue: false hasContentIssue false
  • English
  • Français

Generalizations of martingales

Published online by Cambridge University Press:  01 July 2016

Aryeh Dvoretzky
Aryeh Dvoretzky*
Affiliation:
Hebrew University of Jerusalem
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
I. Invited Review and Research Papers
Information
Advances in Applied Probability , Volume 9 , Issue 2 , June 1977 , pp. 193 - 194
Copyright
Copyright © Applied Probability Trust 1977 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1] Austin, D. G., Edgar, G. A. and Ionesco Tulcea, A. (1974) Pointwise convergence in terms of expectations, Z. Wahrscheinlichkeitsth. 30, 17–26.Google Scholar
[2] Bellow, A. (1976) Stability properties of the class of asymptotic martingales, Bull. Amer. Math. Soc. 82.Google Scholar
[3] Chacon, R. V. and Sucheston, L. (1975) On convergence of vector-valued asymptotic martingales. Z. Wahrscheinlichkeitsth. 33, 55–59.Google Scholar
[4] Dvoretzky, A. (1976) On stopping time directed convergence, Bull. Amer. Math. Soc. 82.Google Scholar
[5] Edgar, G. A. and Sucheston, L. (1977) Amarts: A class of asymptotic martingales, J. Multivariate Anal. To appear.CrossRefGoogle Scholar
[6] Meyer, P. A. (1966) Probability and Potentials. Blaisdell, Waltham, Mass.Google Scholar