A Sample Function Property of Martingales
From MaRDI portal
Publication:5600223
DOI10.1214/aoms/1177699283zbMath0202.47302WikidataQ98025912 ScholiaQ98025912MaRDI QIDQ5600223
Publication date: 1966
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177699283
Related Items
Martingale Integrals, Stochastic Processes in the Decades after 1950, Quadratic variation and the convergence of random sequences, Operator-valued martingale transforms, The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck, Quadratic variation of martingales in Riesz spaces, Phase transitions for edge-reinforced random walks on the half-line, Sample properties of martingales and their arithmetic means, Martingale generalizations and preservation of martingale properties, Convergence results for strictC-sequences, Martingale Convergence via the Square Function, Bounded Mean Oscillation and Regulated Martingales