{"title":"Martingale generalizations and preservation of martingale properties†","authors":"R. James Tomkins","doi":"10.2307/3315174","DOIUrl":null,"url":null,"abstract":"<p>This article investigates circumstances under which seven important martingale properties are preserved by the following six martingale generalizations: quasimartingales, amarts, martingales in the limit, games fairer with time, progressive martingales, and eventual martingales.</p><p>Cet article décrit sept propriétés des martingales et présente certaines conditions qui assurent la validité de ces propriétés pour six généralisations de l'idée d'un martingale.</p>","PeriodicalId":55281,"journal":{"name":"Canadian Journal of Statistics-Revue Canadienne De Statistique","volume":"12 2","pages":"99-106"},"PeriodicalIF":1.0000,"publicationDate":"1984-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.2307/3315174","citationCount":"3","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Canadian Journal of Statistics-Revue Canadienne De Statistique","FirstCategoryId":"100","ListUrlMain":"https://onlinelibrary.wiley.com/doi/10.2307/3315174","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 3
Abstract
This article investigates circumstances under which seven important martingale properties are preserved by the following six martingale generalizations: quasimartingales, amarts, martingales in the limit, games fairer with time, progressive martingales, and eventual martingales.
Cet article décrit sept propriétés des martingales et présente certaines conditions qui assurent la validité de ces propriétés pour six généralisations de l'idée d'un martingale.
期刊介绍：
The Canadian Journal of Statistics is the official journal of the Statistical Society of Canada. It has a reputation internationally as an excellent journal. The editorial board is comprised of statistical scientists with applied, computational, methodological, theoretical and probabilistic interests. Their role is to ensure that the journal continues to provide an international forum for the discipline of Statistics.
The journal seeks papers making broad points of interest to many readers, whereas papers making important points of more specific interest are better placed in more specialized journals. The levels of innovation and impact are key in the evaluation of submitted manuscripts.
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