Martingale Convergence via the Square Function

DOI10.2307/2043906zbMath0489.60051OpenAlexW4246764619MaRDI QIDQ3951326

Louis H. Y. Chen

Publication date: 1981

Full work available at URL: https://doi.org/10.2307/2043906

zbMATH Keywords

martingale convergencemartingale transform

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42)

Related Items (1)

Burkholder theorem in Riesz spaces

Cites Work

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• A martingale inequality for the square and maximal functions
• Distribution function inequalities for martingales
• Another look at the martingale theorem
• On the integrability of the martingale square function
• Martingales and stochastic integrals. I
• Martingale Transforms
• Shorter Notes: A Proof of the Martingale Convergence Theorem
• A Sample Function Property of Martingales
• On the convergence of martingale transforms
• Shorter Notes: A Short Proof of the Martingale Convergence Theorem

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