Remark on strong martingales and the linear embedding of tactics

Christian Grillenberger and Ulrich Krengel

Journal of Multivariate Analysis, 1981, vol. 11, issue 4, 568-571

Abstract: It is shown that 2-parameter strong martingales in the sense of Walsh can be transformed into 1-parameter martingales by the "embedding of tactics" and can be characterized by this property.

Keywords: Strong; martingale; tactic; adapted; flood (search for similar items in EconPapers)
Date: 1981
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