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 | References | Similar Articles | Additional Information
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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Additional Information
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
