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Martingale Sequences

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Problems in Probability

Part of the book series: Problem Books in Mathematics ((PBM))

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Abstract

Show the equivalence of conditions [\(\underline{\mathrm{P}}\) ยง7.1, (2) and (3)].

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References

  1. Bolโ€ฒshev, L.N., Smirnov, N.V.: Tablicy matematicheskoฤญ statistiki. Nauka (Science), Moscow (1983)

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  2. Liptser, R.Sh., Shiryaev, A.N.: Theory of Martingales. Kluwer, Dordrecht (1989)

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  3. Revuz, D., Yor, M.: Continuous Martingales and Brownian Motion, 3rd edn. Springer, Berlin (1999)

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  4. Ross, S.M.: Stochastic Processes, 2nd edn. Wiley, New York (1996)

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Shiryaev, A.N. (2012). Martingale Sequences. In: Problems in Probability. Problem Books in Mathematics. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-3688-1_7

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