Amarts: A class of asymptotic martingales. II: Continuous parameter

DOI10.1016/0047-259X(76)90005-1zbMath0348.60069OpenAlexW2031609657MaRDI QIDQ1234532

G. A. Edgar, Louis Sucheston

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1016/0047-259x(76)90005-1

Mathematics Subject Classification ID

Strong limit theorems (60F15) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic processes (60G99) Vector-valued measures and integration (46G10)

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• [https://portal.mardi4nfdi.de/wiki/Publication:5646185 Th�orie des processus stochastiques g�n�raux applications aux surmartingales]