Local Convergence of a Class of Martingales in Multidimensional Time
Gundy, Richard F.
Ann. Probab., Tome 8 (1980) no. 6, p. 607-614 / Harvested from Project Euclid
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A local convergence theorem for a class of martingales with multidimensional time parameter is proved. This is accomplished by an elaboration of stopping time arguments used in the one-dimensional setting.
Publié le : 1980-06-14
Classification:  Multidimensional time martingales,  convergence of martingales,  60G45 
@article{1176994731,
     author = {Gundy, Richard F.},
     title = {Local Convergence of a Class of Martingales in Multidimensional Time},
     journal = {Ann. Probab.},
     volume = {8},
     number = {6},
     year = {1980},
     pages = { 607-614},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994731}
}

Gundy, Richard F. Local Convergence of a Class of Martingales in Multidimensional Time. Ann. Probab., Tome 8 (1980) no. 6, pp.  607-614. http://gdmltest.u-ga.fr/item/1176994731/