Notes on Martingale Theory
J. L. Doob
Source: Proc. Fourth Berkeley Symp. on Math. Statist. and Prob., Vol. 2 (Univ. of Calif. Press, 1961), 95-102.
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Primary Subjects: 60.40
Keywords: Submartingale convergence; Potential theory; Upcrossing inequality; Green space
Full-text: Open access
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.bsmsp/1200512595
Zentralblatt MATH identifier:
0126.14003
Mathematical Reviews number (MathSciNet):
MR0133182
Berkeley Symposium on Mathematical Statistics and Probability
