Convergence results for strictC-sequences
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Publication:3353901
DOI10.2307/3315799zbMath0729.60041MaRDI QIDQ3353901
Publication date: 1991
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315799
quadratic variation; optional stopping; quasimartingales; martingale generalization; strict C-sequence
60E15: Inequalities; stochastic orderings
60F15: Strong limit theorems
60G48: Generalizations of martingales
60G40: Stopping times; optimal stopping problems; gambling theory
Cites Work
- On martingales in the limit
- Another convergence theorem of martingales in the limit
- Limits for martingale-like sequences
- Properties of martingale-like sequences
- Amarts: A class of asymptotic martingales. A: Discrete parameter
- Another martingale convergence theorem
- A generalization of martingales and two consequent convergence theorems
- Martingale generalizations and preservation of martingale properties
- Martingale Transforms
- Pointwise convergence in terms of expectations
- Convergence theorems of martingales
- Local Convergence of Martingales and the Law of Large Numbers
- On the Expected Value of a Stopped Martingale
- A Sample Function Property of Martingales