Martingales in the Limit and Amarts

DOI10.2307/2041294zbMath0377.60047OpenAlexW4240228570MaRDI QIDQ4157352

G. A. Edgar, Louis Sucheston

Publication date: 1978

Full work available at URL: https://doi.org/10.2307/2041294

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic processes (60G99)

Related Items (4)

Another convergence theorem of martingales in the limit ⋮ Weak and strong convergence of amarts in Frechet spaces ⋮ Amarts on Riesz spaces ⋮ Tempered processes and a Riesz decomposition for some martingales in the limit

Cites Work

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• Stopping rules and tactics for processes indexed by a directed set
• A 'stopped' proof of convergence
• Amarts: A class of asymptotic martingales. A: Discrete parameter
• Another martingale convergence theorem
• A generalization of martingales and two consequent convergence theorems
• On convergence of vector-valued asymptotic martingales
• The riesz decomposition for vector-valued amarts
• On vector-valued amarts and dimension of banach spaces
• On vector-valued asymptotic martingales
• Pointwise convergence in terms of expectations
• Successive Conditional Expectations of an Integrable Function
• On the Supremum of $S_n/n$
• Further Results Concerning Games Which Become Fairer with Time
• On Banach spaces with unconditional bases

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