Hostname: page-component-586b7cd67f-vdxz6 Total loading time: 0 Render date: 2024-11-22T19:57:34.371Z Has data issue: false hasContentIssue false

Generalizations of martingales

Published online by Cambridge University Press:  01 July 2016

Aryeh Dvoretzky*
Affiliation:
Hebrew University of Jerusalem

Abstract

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
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, 1726.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, 5559.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