Amarts: A class of asymptotic martingales. A: Discrete parameter

DOI10.1016/0047-259X(76)90031-2zbMath0336.60033MaRDI QIDQ1230307

G. A. Edgar, Louis Sucheston

Publication date: 1976

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stochastic processes (60G99) Vector-valued measures and integration (46G10) Foundations of stochastic processes (60G05)

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