On One Extension of a Martingale

DOI10.1137/S0040585X97982037zbMath1128.60033OpenAlexW1985977910MaRDI QIDQ3429712

Boris D. Gnedenko

Publication date: 2 April 2007

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97982037

zbMATH Keywords

Doob's stopping time theorem\(\varepsilon\)-martingalestrong \(\varepsilon\)-martingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

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