Convergence theorems of martingales
โ Scribed by Y. S. Chow
- Publisher
- Springer
- Year
- 1963
- Tongue
- English
- Weight
- 318 KB
- Volume
- 1
- Category
- Article
- ISSN
- 1432-2064
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
In this paper we discuss the properties of fuzzy random variables and fuzzy conditional expectation. Some extended results of dominated convergence theorems for fuzzy random variables are proved. We define the concept of a right-closed fuzzy martingale and give the necessary and sufficient condition
For each n, let ( S n k ) , 1 S k s k,, be a mean zero square -integrable martingale adapted to increasing a-fields ($nk), O s k s h n , and let ( b n k ) , OSkaE,, be a system of random variables such that bno=O -=bnl-=... -= bnkn= 1 and such that bnk is Snn,k-l measurable for each k. We present su