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Generalized martingales, generalized Markov chains and generalized harmonic functions
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  • Published: October 1988

Generalized martingales, generalized Markov chains and generalized harmonic functions

  • Louis H. Blake1 

Probability Theory and Related Fields volume 79, pages 405–430 (1988)Cite this article

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Summary

This paper introduces and studies a generalization of the notion of martingale which allows for a generalization of the concept of a Markov chain and a generalization of the concept of harmonic and superharmonic functions. The theory is supported by examples and techniques that suggest the natural character of the material developed.

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References

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Author information

Authors and Affiliations

  1. College of Staten Island, The City University of New York, New York, USA

    Louis H. Blake

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  1. Louis H. Blake
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Additional information

Deceased. Please address correspondence on Prof. Magda Peligrad; Department of Mathematical Sciences, University of Cincinnati, Mail Location 25, Cincinnati, OH 45221 USA

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Cite this article

Blake, L.H. Generalized martingales, generalized Markov chains and generalized harmonic functions. Probab. Th. Rel. Fields 79, 405–430 (1988). https://doi.org/10.1007/BF00342233

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  • Received: 10 June 1985

  • Revised: 24 October 1987

  • Issue Date: October 1988

  • DOI: https://doi.org/10.1007/BF00342233

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Keywords

  • Markov Chain
  • Stochastic Process
  • Probability Theory
  • Harmonic Function
  • Statistical Theory
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