Convergence results for strictC-sequences

DOI10.2307/3315799zbMath0729.60041OpenAlexW2153356759MaRDI QIDQ3353901

Nadjib Bouzar

Publication date: 1991

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315799

zbMATH Keywords

quadratic variationoptional stoppingquasimartingalesmartingale generalizationstrict C-sequence

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• On martingales in the limit
• Another convergence theorem of martingales in the limit
• Limits for martingale-like sequences
• Properties of martingale-like sequences
• Amarts: A class of asymptotic martingales. A: Discrete parameter
• Another martingale convergence theorem
• A generalization of martingales and two consequent convergence theorems
• Martingale generalizations and preservation of martingale properties
• Martingale Transforms
• Pointwise convergence in terms of expectations
• Convergence theorems of martingales
• Local Convergence of Martingales and the Law of Large Numbers
• On the Expected Value of a Stopped Martingale
• A Sample Function Property of Martingales