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On convergence of vector-valued asymptotic martingales. (English) Zbl 0297.60005


MSC:

60B10 Convergence of probability measures
60B05 Probability measures on topological spaces
60G40 Stopping times; optimal stopping problems; gambling theory
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[1] Austin, D. G.; Edgar, G. A.; Ionescu Tulcea, A., Pointwise convergence in terms of expectations, Z. Wahrscheinlichkeitstheorie verw. Gebiete, 30, 17-26 (1974) · Zbl 0276.60034
[2] Baxter, J. R., Pointwise in terms of weak convergence, Proc. Amer. Math. Soc., 46, 395-398 (1975) · Zbl 0329.60029
[3] Baxter, J. R.: Convergence of Stopped Random Variables. (To appear) · Zbl 0353.60042
[4] Brooks, J. K.; Jewett, R. C., On finitely additive measures, Proc. Nat. Acad. Sci. USA, 67, 1294-1298 (1970) · Zbl 0216.09602
[5] Chacon, R. V., A “stopped” proof of convergence, Advances in Math., 14, 365-368 (1974) · Zbl 0308.60018
[6] Chatterji, S. D., Martingale convergence and the Radon-Nikodým theorem, Math. Scand., 22, 21-41 (1968) · Zbl 0175.14503
[7] Dunford, N.; Schwartz, J., Linear Operators I (1958), New York: Interscience, New York · Zbl 0084.10402
[8] Lamb, Ch. W., A short proof of the martingale convergence theorem, Proc. Amer. Math. Soc., 38, 215-217 (1973) · Zbl 0256.60022
[9] Meyer, P. E., Martingales and stochastic integrals I, Lecture Notes 284 (1972), Berlin, Heidelberg, New York: Springer, Berlin, Heidelberg, New York · Zbl 0239.60001
[10] Neveu, J., Martingales à temps discret (1972), Paris: Masson, Paris
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