Random markov processes and uniform martingales
نویسندگان
چکیده
منابع مشابه
Diffusions, Markov processes and Martingales, vol 2: Ito calculus
Diffusions, martingales, and Markov processes are each particular types of stochastic processes. A stochastic process, in a state space E, with parameter set T, is a family (Xt)t∈T of E-valued random variables, or equivalently, a random variable X that takes its values in a space of functions from T to E. Usually, the parameter set T is a subset of R, often [0,∞) or {0, 1, 2, 3, . . .}, the par...
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A necessary and sufficient condition for the uniform convergence of a family of reversed martingales converging to a degenerated limiting process is given. The condition is expressed by means of regular convergence (in Hardy’s sense) of corresponding means. It is shown that the given regular convergence is equivalent to Hoffmann-Jørgensen’s eventually total boundedness in the mean which is nece...
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ژورنال
عنوان ژورنال: Israel Journal of Mathematics
سال: 1990
ISSN: 0021-2172,1565-8511
DOI: 10.1007/bf02807249