On the sets of convergence of generalized submartingales

DOI10.1080/17442507908833122zbMath0409.60054OpenAlexW2036740927MaRDI QIDQ4197140

Hans-Jürgen Engelbert, Albert N. Shiryaev

Publication date: 1979

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442507908833122

zbMATH Keywords

SubmartingaleConvergence of Generalized SubmartingalesDoob Decomposition

Mathematics Subject Classification ID

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

Related Items (3)

Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part I) ⋮ Sur les sous martingales généralisées discrètes ⋮ Convergence comparée des processus

Cites Work

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