Orderamarts: A class of asymptotic martingales
From MaRDI portal
Publication:1258132
DOI10.1016/0047-259X(79)90075-7zbMath0407.60042MaRDI QIDQ1258132
Publication date: 1979
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Stochastic processes (60G99)
Related Items (4)
Amarts on Riesz spaces ⋮ Riesz spaces valued measures and processes ⋮ Convergence and lattice properties of a class of martingale-like sequences ⋮ Some remarks on pramarts and mils
Cites Work
This page was built for publication: Orderamarts: A class of asymptotic martingales