Martingale property of empirical processes

DOI10.1090/S0002-9947-06-04055-4zbMath1110.60042OpenAlexW1644278550MaRDI QIDQ3420278

Jiang-Lun Wu, Yeneng Sun, Sergio A. Albeverio

Publication date: 1 February 2007

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9947-06-04055-4

zbMATH Keywords

exact law of large numberssubmartingalefinite-dimensional distributionssupermartingaleessential independenceKeisler's Fubini theoremLoeb product space

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Strong limit theorems (60F15) Martingales with continuous parameter (60G44) Nonstandard models in mathematics (03H05) Nonstandard measure theory (28E05)

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The allure of infinitesimals: Sergio Albeverio and nonstandard analysis

Cites Work

• Foundations of infinitesimal stochastic analysis
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• Stochastic finance. An introduction in discrete time
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