Martingale Integrals

DOI10.2307/1994936zbMath0164.46603OpenAlexW4239156219MaRDI QIDQ5549429

P. W. Millar

Publication date: 1968

Full work available at URL: https://doi.org/10.2307/1994936

zbMATH Keywords

probability theory

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Cites Work

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• A decomposition theorem for supermartingales
• Martingale Transforms
• Quasi-Martingales
• A Sample Function Property of Martingales