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Proceedings of the American Mathematical Society

ISSN 1088-6826(online) ISSN 0002-9939(print)

 

 

A strong law of large numbers for martingales


Authors: Shey Shiung Sheu and Yu Shan Yao
Journal: Proc. Amer. Math. Soc. 92 (1984), 283-287
MSC: Primary 60G42; Secondary 60F15
DOI: https://doi.org/10.1090/S0002-9939-1984-0754722-4
MathSciNet review: 754722
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Abstract: We derive a moment inequality for the Skorohod representation theorem and apply it to obtain a strong law of large numbers for martingales.


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DOI: https://doi.org/10.1090/S0002-9939-1984-0754722-4
Keywords: Brownian motion, Skorohod's representation, strong law of large numbers, martingale
Article copyright: © Copyright 1984 American Mathematical Society