A Sample Function Property of Martingales

DOI10.1214/AOMS/1177699283MaRDI QIDQ5600223zbMATH OpenOpenAlexWikidataFDO

Authors D. G. Austin

Publication date 1966

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177699283

Cited in

(12)

• Quadratic variation and the convergence of random sequences
• Operator-valued martingale transforms
• The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
• Quadratic variation of martingales in Riesz spaces
• Phase transitions for edge-reinforced random walks on the half-line
• Sample properties of martingales and their arithmetic means
• Martingale generalizations and preservation of martingale properties
• Convergence results for strictC-sequences
• Martingale Convergence via the Square Function
• Bounded Mean Oscillation and Regulated Martingales
• Martingale Integrals
• Stochastic Processes in the Decades after 1950

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