On the convergence of a bounded amart and a conjecture of Chatterji

DOI10.1016/0047-259X(81)90132-9zbMath0454.60050WikidataQ123001153 ScholiaQ123001153MaRDI QIDQ1149693

Klaus D. Schmidt

Publication date: 1981

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

potentialstopping timesRiesz decompositionamartset function processconvergence theorem for amarts

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Generalized stochastic processes (60G20)

Related Items (1)

A remark on a recent paper on the convergence of Amarts

Cites Work

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• Another look at the martingale theorem
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• Some inequalities for randomly stopped variables with applications to pointwise convergence
• Pointwise in Terms of Weak Convergence
• Pointwise convergence in terms of expectations
• On the Semimartingale Convergence Theorem
• Shorter Notes: A Short Proof of the Martingale Convergence Theorem
• A Ratio Limit Theorem for Approximate Martingales
• Measures in Boolean Algebras
• Finitely Additive Measures

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