Convergent processes, projective systems of measures and martingale decompositions

DOI10.1017/S0017089500003815zbMath0406.60038OpenAlexW2140761021MaRDI QIDQ4192753

Louis H. Blake

Publication date: 1979

Published in: Glasgow Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0017089500003815

zbMATH Keywords

Martingale DecompositionsProjective Systems of Measures

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42)

Cites Work

• On a generalization of martingales due to Blake
• Limits for martingale-like sequences
• Another martingale convergence theorem
• Another look at the martingale theorem
• A generalization of martingales and two consequent convergence theorems
• Convergence of Martingales with a Directed Index Set
• The riesz decomposition for vector-valued amarts
• Pointwise convergence in terms of expectations
• Quasi-Martingales
• Martingale Convergence and the Radon-Nikodym Theorem in Banach Spaces.
• A Ratio Limit Theorem for Approximate Martingales

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