Measure Extensions and the Martingale Convergence Theorem

DOI10.2307/2031827MaRDI QIDQ5822791zbMATH OpenOpenAlexFDO

Authors Shu-Teh Chen Moy

Publication date 1953

Full work available at URL https://doi.org/10.2307/2031827

zbMATH Keywords

probability theory

Cites work

• scientific article; zbMATH DE number 3123490 (Why is no real title available?)
• scientific article; zbMATH DE number 3050689 (Why is no real title available?)
• scientific article; zbMATH DE number 3060775 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• scientific article; zbMATH DE number 3107368 (Why is no real title available?)
• Regularity Properties of Certain Families of Chance Variables

Cited in

(4)

• Models from the nineteenth century used for visualizing optical phenomena and line geometry
• Martingales et dérivation
• Supermartingales as Radon-Nikodym densities and related measure extensions
• The Dawn of Martingale Convergence: Jessen’s Theorem and Lévy’s Lemma

This page was built for publication: Measure Extensions and the Martingale Convergence Theorem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5822791)