On martingales in the limit and their classification (Q1862714)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On martingales in the limit and their classification |
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On martingales in the limit and their classification (English)
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24 September 2003
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There are several generalizations of martingales in the literature: quasi-martingales, martingales in the limit, asymptotic martingales (amarts), and so on. The authors provide a characterization of the class of ``quasi-martingales in the limit''.
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quasi-martingales in the limit
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asymptotic martingales
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