Martingales in the Limit and Amarts

DOI10.2307/2041294zbMATH Open0377.60047OpenAlexW4240228570MaRDI QIDQ4157352FDOQ4157352

Authors: 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)

Cites Work

• Title not available (Why is that?)
• Successive Conditional Expectations of an Integrable Function
• Stopping rules and tactics for processes indexed by a directed set
• On Banach spaces with unconditional bases
• Amarts: A class of asymptotic martingales. A: Discrete parameter
• Pointwise convergence in terms of expectations
• Another martingale convergence theorem
• 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
• A 'stopped' proof of convergence
• On the Supremum of $S_n/n$
• A generalization of martingales and two consequent convergence theorems
• Further Results Concerning Games Which Become Fairer with Time

Cited In (4)

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

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