Measure Extensions and the Martingale Convergence Theorem

DOI10.2307/2031827zbMath0052.36402OpenAlexW4234895557MaRDI QIDQ5822791

Shu-Teh Chen Moy

Publication date: 1953

Full work available at URL: https://doi.org/10.2307/2031827

zbMATH Keywords

probability theory

Related Items (4)

The Dawn of Martingale Convergence: Jessen’s Theorem and Lévy’s Lemma ⋮ Supermartingales as Radon-Nikodym densities and related measure extensions ⋮ Models from the nineteenth century used for visualizing optical phenomena and line geometry ⋮ Martingales et dérivation

Cites Work

• Regularity Properties of Certain Families of Chance Variables
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