Amarts: A class of asymptotic martingales. A: Discrete parameter (Q1230307): Difference between revisions

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+Pointwise convergence in terms of expectations
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+Pointwise in Terms of Weak Convergence
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+A converse to the dominated convergence theorem
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+A 'stopped' proof of convergence
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+On convergence of vector-valued asymptotic martingales
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+Martingale Convergence and the Radon-Nikodym Theorem in Banach Spaces.
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+Quasi-Martingales
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+Th�orie des processus stochastiques g�n�raux applications aux surmartingales
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+Séminaire de probabilités. V. Université de Strasbourg
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+Quasi-Martingales.
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