Convergence in probability and almost sure with applications.
The paper investigates convergence in probability of an adapted real-valued stochastic process when the time is tending to infinity. Provided convergence in law, the author presents conditions equivalent to the convergence in probability. Moreover, an almost surely convergent process is constructed in that case. The result generalizes the well-known convergence property of martingales.
scientific article; zbMATH DE number 2119511