On One Extension of a Martingale

DOI10.1137/S0040585X97982037MaRDI QIDQ3429712zbMATH OpenOpenAlexFDO

Authors Boris D. Gnedenko

Publication date 2 April 2007

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97982037

zbMATH Keywords

\(\varepsilon\)-martingaleDoob's stopping time theoremstrong \(\varepsilon\)-martingale

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Generalizations of martingales (60G48)

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