Hostname: page-component-586b7cd67f-tf8b9 Total loading time: 0 Render date: 2024-11-25T22:03:32.741Z Has data issue: false hasContentIssue false
  • English
  • Français

Energy of a martingale in the limit

Published online by Cambridge University Press:  01 July 2016

R. Syski
R. Syski*
Affiliation:
(University of Maryland)
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
Ninth Conference on Stochastic Processes and their Applications, Evanston, Illinois, 6–10 August 1979
Information
Advances in Applied Probability , Volume 12 , Issue 2 , June 1980 , pp. 283 - 284
Copyright
Copyright © Applied Probability Trust 1980 

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. Blake, L. H. (1978) Every amart is a martingale in the limit. J. London Math. Soc. (2) 18, 381–384.Google Scholar
2. Blake, L. H. (1979) Tempered processes and a Riesz decomposition for some mil. To appear.Google Scholar
3. Cornea, A. and Licea, G. (1975) Order and Potentials. Resolvent Families of Kernels. Lecture Notes in Mathematics 494, Springer–Verlag, Berlin.CrossRefGoogle Scholar
4. Edgar, G. A. and Sucheston, L. (1976) Amarts: a class of asymptotic martingales. J. Multivariate Anal. 6, 193–221.Google Scholar
5. Kussmaul, A. U. (1977) Stochastic Integration and Generalized Martingales. Pitman, London.Google Scholar
6. Meyer, P. A. (1966) Probability and Potentials. Blaisdell, London.Google Scholar
7. Meyer, P. A. (1972) Martingales and Stochastic Integrals. Lecture Notes in Mathematics 284, Springer–Verlag, Berlin.CrossRefGoogle Scholar
8. Mucci, A. G. (1973) Limits for martingale-like sequences. Pacific J. Math. 48, 197–203.Google Scholar
9. Syski, R. (1979) Energy of Markov chains. Adv. Appl. Prob. 11, 542–575.Google Scholar