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Generalizations of martingales

Published online by Cambridge University Press:  01 July 2016

Aryeh Dvoretzky
Aryeh Dvoretzky*
Affiliation:
Hebrew University of Jerusalem
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Abstract

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Type
I. Invited Review and Research Papers
Information
Advances in Applied Probability , Volume 9 , Issue 2 , June 1977 , pp. 193 - 194
Copyright
Copyright © Applied Probability Trust 1977 

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References

[1] Austin, D. G., Edgar, G. A. and Ionesco Tulcea, A. (1974) Pointwise convergence in terms of expectations, Z. Wahrscheinlichkeitsth. 30, 17–26.Google Scholar
[2] Bellow, A. (1976) Stability properties of the class of asymptotic martingales, Bull. Amer. Math. Soc. 82.Google Scholar
[3] Chacon, R. V. and Sucheston, L. (1975) On convergence of vector-valued asymptotic martingales. Z. Wahrscheinlichkeitsth. 33, 55–59.Google Scholar
[4] Dvoretzky, A. (1976) On stopping time directed convergence, Bull. Amer. Math. Soc. 82.Google Scholar
[5] Edgar, G. A. and Sucheston, L. (1977) Amarts: A class of asymptotic martingales, J. Multivariate Anal. To appear.CrossRefGoogle Scholar
[6] Meyer, P. A. (1966) Probability and Potentials. Blaisdell, Waltham, Mass.Google Scholar