Martingale generalizations and preservation of martingale properties

DOI10.2307/3315174zbMath0552.60040OpenAlexW2042352052MaRDI QIDQ3345513

R.James Tomkins

Publication date: 1984

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315174

zbMATH Keywords

quasimartingaleamartmartingale in the limit

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (1)

Convergence results for strictC-sequences

Cites Work

• On martingales in the limit
• Limits for martingale-like sequences
• Properties of martingale-like sequences
• Amarts: A class of asymptotic martingales. A: Discrete parameter
• Another martingale convergence theorem
• A generalization of martingales and two consequent convergence theorems
• Tempered processes and a Riesz decomposition for some martingales in the limit
• On convergence of vector-valued asymptotic martingales
• Martingale Transforms
• Every Amart is a Martingale in the Limit
• Quasi-Martingales
• A Sample Function Property of Martingales
• Further Results Concerning Games Which Become Fairer with Time

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