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Non L1-bounded martingales

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Stochastic Control Theory and Stochastic Differential Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 16))

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References

  1. L. BÁEZ-DUARTE: "An a.e. divergent martingale that converges in probability", J. Math. Anal. Appl., 36 (1971), 149–150.

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Authors and Affiliations

  1. Department of Mathematics, University of California, 92521, Riverside, Calif.

    M. M. Rao

Authors
  1. M. M. Rao
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M. Kohlmann W. Vogel

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© 1979 Springer-Verlag

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Rao, M.M. (1979). Non L1-bounded martingales. In: Kohlmann, M., Vogel, W. (eds) Stochastic Control Theory and Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 16. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0009411

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  • DOI: https://doi.org/10.1007/BFb0009411

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-09480-7

  • Online ISBN: 978-3-540-35211-2

  • eBook Packages: Springer Book Archive

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