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Mathematics > Probability

Title: A proof of the continuous martingale convergence theorem

Authors: Joe Ghafari
Abstract: A proof of the continuous martingale convergence theorem is provided. It relies on a classical martingale inequality and the almost sure convergence of a uniformly bounded non-negative super-martingale, after a truncation argument.
Comments: 6 pages
Subjects: Probability (math.PR)
MSC classes: 60G44
Cite as: arXiv:2107.00006 [math.PR]
  (or arXiv:2107.00006v4 [math.PR] for this version)

Submission history

From: Joe Ghafari [view email]
[v1] Wed, 30 Jun 2021 12:03:30 GMT (4kb)
[v2] Mon, 5 Jul 2021 17:08:33 GMT (4kb)
[v3] Fri, 23 Jul 2021 18:45:59 GMT (5kb)
[v4] Tue, 23 Nov 2021 20:30:45 GMT (5kb)

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