A Peculiar Proof of the Martingale Convergence Theorem
Fuente:
arXiv
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866915070936612864 |
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| author | Fitzsimmons, P. J. |
| author_facet | Fitzsimmons, P. J. |
| contents | We prove the Martingale Convergence Theorem by using the work of L. Dubins and I. Monroe about embedding a given discrete-time martingale in the sample paths of a Brownian motion. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2412_14228 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A Peculiar Proof of the Martingale Convergence Theorem Fitzsimmons, P. J. Probability 60G42 (Primary) 60J65 (Secondary) We prove the Martingale Convergence Theorem by using the work of L. Dubins and I. Monroe about embedding a given discrete-time martingale in the sample paths of a Brownian motion. |
| title | A Peculiar Proof of the Martingale Convergence Theorem |
| topic | Probability 60G42 (Primary) 60J65 (Secondary) |
| url | https://arxiv.org/abs/2412.14228 |