Stochastic convexity, linear operators, and martingales
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Publication:1220311
DOI10.1016/0001-8708(74)90022-XzbMath0313.60036OpenAlexW2022947010MaRDI QIDQ1220311
Publication date: 1974
Published in: Advances in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0001-8708(74)90022-x
Cites Work
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- Another look at the martingale theorem
- Mean Convergence of Martingales
- Successive Conditional Expectations of an Integrable Function
- Maximal inequalities as necessary conditions for almost everywhere convergence
- Operator Limit Theorems
- An “alternierende Verfahren” for general positive operators
- A ratio operator limit theorem
- Sur un théorème de Jessen
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