BMO-sequences and amarts

DOI10.1007/BF01953367zbMath0685.60052OpenAlexW1985637770MaRDI QIDQ5916481

Bùi Khȯ'i Dàm

Publication date: 1989

Published in: Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01953367

zbMATH Keywords

stopping timesamartsamart of finite orderBMO-sequenceoptional sampling property

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48)

Cites Work

• Amarts: A class of asymptotic martingales. A: Discrete parameter
• On Convergence of Vector-Valued Amarts of Finite Order
• Bounded Mean Oscillation and Regulated Martingales
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