Convergence results for strictC-sequences
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Publication:3353901
DOI10.2307/3315799zbMATH Open0729.60041OpenAlexW2153356759MaRDI QIDQ3353901FDOQ3353901
Authors: Nadjib Bouzar 
Publication date: 1991
Published in: The Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315799
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Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40)
Cites Work
- Martingale Transforms
- Local Convergence of Martingales and the Law of Large Numbers
- Convergence theorems of martingales
- Amarts: A class of asymptotic martingales. A: Discrete parameter
- Pointwise convergence in terms of expectations
- On the Expected Value of a Stopped Martingale
- Limits for martingale-like sequences
- Another martingale convergence theorem
- A Sample Function Property of Martingales
- On martingales in the limit
- Another convergence theorem of martingales in the limit
- A generalization of martingales and two consequent convergence theorems
- Properties of martingale-like sequences
- Martingale generalizations and preservation of martingale properties
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