Martingale Convergence via the Square Function

DOI10.2307/2043906MaRDI QIDQ3951326zbMATH OpenOpenAlexFDO

Authors Louis H. Y. Chen

Publication date 1981

Full work available at URL https://doi.org/10.2307/2043906

zbMATH Keywords

martingale convergencemartingale transform

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42)

Cites work

• A martingale inequality for the square and maximal functions
• A Sample Function Property of Martingales
• Another look at the martingale theorem
• Distribution function inequalities for martingales
• scientific article; zbMATH DE number 3446157 (Why is no real title available?)
• Martingale Transforms
• Martingales and stochastic integrals. I
• On the convergence of martingale transforms
• On the integrability of the martingale square function
• Shorter Notes: A Proof of the Martingale Convergence Theorem
• Shorter Notes: A Short Proof of the Martingale Convergence Theorem

Cited in

(1)

• Burkholder theorem in Riesz spaces

This page was built for publication: Martingale Convergence via the Square Function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3951326)