Amarts: A class of asymptotic martingales. II: Continuous parameter
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Publication:1234532
DOI10.1016/0047-259X(76)90005-1zbMath0348.60069OpenAlexW2031609657MaRDI QIDQ1234532
Publication date: 1976
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(76)90005-1
Strong limit theorems (60F15) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic processes (60G99) Vector-valued measures and integration (46G10)
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- Stochastic process measurability conditions
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- [https://portal.mardi4nfdi.de/wiki/Publication:5646185 Th�orie des processus stochastiques g�n�raux applications aux surmartingales]