Hyperamarts: Conditions for regularity of continuous parameter processes

Bong Dae Choi

Journal of Multivariate Analysis, 1984, vol. 14, issue 2, 248-267

Abstract: The regularity of trajectories of continuous parameter process (Xt)t[set membership, variant]R+ in terms of the convergence of sequence E(XTn) for monotone sequences (Tn) of stopping times is investigated. The following result for the discrete parameter case generalizes the convergence theorems for closed martingales: For an adapted sequence (Xn)1

Keywords: Continuity; of; trajectories; right; and; left; limits; stopping; time; martingale; amart; hyperamart; Riesz; decomposition (search for similar items in EconPapers)
Date: 1984
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