Additive Amarts
Edgar, G. A.
Ann. Probab., Tome 10 (1982) no. 4, p. 199-206 / Harvested from Project Euclid
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Multi-parameter martingales and amarts can be studied using methods developed for amarts defined on a directed set by A. Millet and L. Sucheston. To study an amart indexed by $\mathbb{N} \times \mathbb{N}$, we use an associated process indexed by the "lower layers" of $\mathbb{N} \times \mathbb{N}$. J. B. Walsh's convergence theorem for two-parameter strong martingales is recovered as a special case. Vector-valued versions of some of the results are also stated.
Publié le : 1982-02-14
Classification:  Amart,  additive amart,  strong martingale,  stopping time,  stopping domain,  60G48 
@article{1176993923,
     author = {Edgar, G. A.},
     title = {Additive Amarts},
     journal = {Ann. Probab.},
     volume = {10},
     number = {4},
     year = {1982},
     pages = { 199-206},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993923}
}

Edgar, G. A. Additive Amarts. Ann. Probab., Tome 10 (1982) no. 4, pp.  199-206. http://gdmltest.u-ga.fr/item/1176993923/