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On martingales in the limit and their classification - MaRDI portal

On martingales in the limit and their classification (Q1862714)

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scientific article; zbMATH DE number 1885697
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On martingales in the limit and their classification
scientific article; zbMATH DE number 1885697

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    On martingales in the limit and their classification (English)
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    24 September 2003
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    There are several generalizations of martingales in the literature: quasi-martingales, martingales in the limit, asymptotic martingales (amarts), and so on. The authors provide a characterization of the class of ``quasi-martingales in the limit''.
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    quasi-martingales in the limit
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    asymptotic martingales
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