The Andersen-Jessen theorem revisited

DOI10.1017/S0305004100067360zbMath0634.60041MaRDI QIDQ3772993

Klaus D. Schmidt

Publication date: 1987

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

zbMATH Keywords

Andersen-Jessen theoremconvergence theory for martingalesgeneralized Radon-Nikodym operatorvector- valued stochastic processes induced by finitely additive set functions

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48)

Related Items (1)

Measure rigidity for random dynamics on surfaces and related skew products

Cites Work

• Unnamed Item
• A 'stopped' proof of convergence
• Uniform amarts: A class of asymptotic martingales for which strong almost sure convergence obtains
• Pointwise convergence in terms of expectations

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