Generalized martingales, generalized Markov chains and generalized harmonic functions

DOI10.1007/BF00342233zbMath0655.60039OpenAlexW2066838688MaRDI QIDQ1109418

Louis H. Blake

Publication date: 1988

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00342233

zbMATH Keywords

harmonic and superharmonic functionsweak martingalespointwise convergence results for processes

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Generalizations of martingales (60G48) Probabilistic potential theory (60J45) Foundations of stochastic processes (60G05)

Cites Work

• Almost sure equiconvergence of conditional expectations
• An inequality for the Hausdorff-metric of \(\sigma\)-fields
• Another martingale convergence theorem
• Convergence of Conditional Expectation Operators
• Tempered processes and a Riesz decomposition for some martingales in the limit
• A Smoothing Index and Equiconvergence of Martingales
• Atomes conditionnels d'un espace de probabilité
• Uniform Convergence of Families of Martingales
• A Class of Orthogonal Series Related to Martingales
• Equiconvergence of Martingales
• Note on the Tightness of the Metric on the Set of Complete Sub $\sigma$-Algebras of a Probability Space
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