| Title: |
A Martingale Closure Theorem for A-Integrable Martingale Sequences |
| Authors: |
Skvortsov, Valentin |
| Publisher Information: |
Michigan State University Press |
| Publication Year: |
1999 |
| Collection: |
Project Euclid (Cornell University Library) |
| Subject Terms: |
A-integral; Uniform A-integrability; Martingale sequence; 26A39 |
| Description: |
A generalized conditional expectation and the corresponding martingale is defined in terms of the Kolmogorov $A$-integral. It is proved that the uniform $A$-integrability of a martingale sequence is a sufficient condition for the sequence to be closed on the right by the $A$-integrable last element. |
| Document Type: |
text |
| File Description: |
application/pdf |
| Language: |
English |
| ISSN: |
0147-1937; 1930-1219 |
| Relation: |
http://projecteuclid.org/euclid.rae/1285689154; Real Anal. Exchange 24, no. 2 (1999), 815-820 |
| Availability: |
http://projecteuclid.org/euclid.rae/1285689154 |
| Rights: |
Copyright 1999 Michigan State University Press |
| Accession Number: |
edsbas.B7FA862E |
| Database: |
BASE |