On Amarts with Discrete Time
1989; Society for Industrial and Applied Mathematics; Volume: 33; Issue: 2 Linguagem: Inglês
10.1137/1133041
ISSN1095-7219
Autores Tópico(s)Probability and Statistical Research
ResumoPrevious article Next article On Amarts with Discrete TimeI. A. DzhvarsheishviliI. A. Dzhvarsheishvilihttps://doi.org/10.1137/1133041PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] P. A. Meyer, Probability and potentials, Blaisdell Publishing Co. Ginn and Co., Waltham, Mass.-Toronto, Ont.-London, 1966xiii+266 34:5119 0138.10401 Google Scholar[2] P. A. Meyer, Le retournement du temps, d'après Chung et WalshSéminaire de Probabilités, V (Univ. Strasbourg, année universitaire 1969–1970), Springer, Berlin, 1971, 213–236. Lecture Notes in Math., Vol. 191, New York 52:4430 CrossrefGoogle Scholar[3] J. R. Baxter, Pointwise in terms of weak convergence, Proc. Amer. Math. Soc., 46 (1974), 395–398, American, Mathematical Society, Providence, RI 52:1865 0329.60029 CrossrefGoogle Scholar[4] D. G. Austin, , G. A. Edgar and , T. A. Ionescu, Pointwise convergence in terms of expectations, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete, 30 (1974), 17–26 50:11402 0276.60034 CrossrefGoogle Scholar[5] R. V. Chacon, A “stopped” proof of convergence, Advances in Math., 14 (1974), 365–368 51:1940 0308.60018 CrossrefGoogle Scholar[6] Kenneth A. Astbury, Amarts indexed by directed sets, Ann. Probability, 6 (1978), 267–278 57:4325 0378.60017 CrossrefGoogle Scholar[7] Gerald A. Edgar and , Louis Sucheston, Amarts: a class of asymptotic martingales. A. Discrete parameter, J. Multivariate Anal., 6 (1976), 193–221 10.1016/0047-259X(76)90031-2 54:1368 0336.60033 CrossrefGoogle Scholar[8] Gerald A. Edgar and , Louis Sucheston, Amarts: a class of asymptotic martingales. B. Continuous parameter, J. Multivariate Anal., 6 (1976), 572–591 10.1016/0047-259X(76)90005-1 55:4370 CrossrefGoogle Scholar[9] H.-J. Engelbert and , A. N. Shiryaev, On the sets of convergence of generalized submartingales, Stochastics, 2 (1979), 155–166 80m:60061 0409.60054 CrossrefGoogle Scholar[10] A. V. Mel'nikov, Stochastic sequences and processes of martingale type, Theory Probab. Appl., 27 (1982), 587–591 10.1137/1127064 0517.60057 LinkGoogle Scholar[11] I. A. Dzhvarsheishvili, A property of monotone functions, Soobshch. Akad. Nauk Gruzin. SSR, 119 (1985), 21–23, (In Russian.) 87g:26017 0581.26009 Google Scholar[12] I. A. Dzhvarsheishvili, A space of real measurable functions, Izv. Akad. Nauk Armyan. SSR Ser. Mat., 20 (1985), 269–283, 318, (In Russian.) 87e:46039 Google Scholar[13] I. A. Dzhvarsheishvili, On an asymptotic martingale, Summaries of Reports of the 19th School-Colloquium on Probability Theory and Mathematical Statistics, Bakuriani, 1985, Metsniereba, Tbilisi, 1985, 17–, (In Russian.) Google Scholar[14] Paul R. Halmos, Measure Theory, D. Van Nostrand Company, Inc., New York, N. Y., 1950xi+304, Toronto, London 11,504d 0040.16802 CrossrefGoogle Scholar[15] A. N. Shiryaev, Probability, Graduate Texts in Mathematics, Vol. 95, Springer-Verlag, New York, 1984xi+577, Berlin 85a:60007 0536.60001 CrossrefGoogle Scholar[16] J. L. Doob, Stochastic processes, John Wiley & Sons Inc., New York, 1953viii+654 15,445b 0053.26802 Google Scholar[17] Klaus Krickeberg, Stochastische Konvergenz von Semimartingalen, Math. Z., 66 (1957), 470–486 19,948a 0083.27601 CrossrefGoogle Scholar[18] I. I. Gikham and , A. V. Sokorokhod, Theory of Stochastic Differential Equations, Springer-Verlag, New York, Berlin, 1972 Google Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails On $(B,\rho )$-Amarts and Almost Sure ConvergenceL. Kruk and W. Zie¸baTheory of Probability & Its Applications, Vol. 40, No. 3 | 12 July 2006AbstractPDF (912 KB)On Amarts with Continuous TimeI. A. DzhvarshejshviliTheory of Probability & Its Applications, Vol. 39, No. 3 | 17 July 2006AbstractPDF (1001 KB)On Some Properties of Conditional AmartsW. Zie¸baTheory of Probability & Its Applications, Vol. 36, No. 3 | 17 July 2006AbstractPDF (268 KB) Volume 33, Issue 2| 1989Theory of Probability & Its Applications207-404 History Submitted:28 October 1985Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1133041Article page range:pp. 260-268ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics
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