A characterization of \(k\)-parameter quasimartingales (Q1922137)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A characterization of \(k\)-parameter quasimartingales |
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A characterization of \(k\)-parameter quasimartingales (English)
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12 May 1997
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The author proves a characterization theorem for multiparameter quasimartingales and martingales. (There is an obvious misprint in that the right-hand sides of (2) and (3) coincide; it seems that \(O(\cdot)\) should be replaced by \(o(\cdot)\) throughout in (3)).
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characterization theorem for multiparameter quasimartingales
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