On the Strong Law of Large Numbers for Multivariate Martingales with Continuous Time

  • V. A. Koval

Abstract

We prove the strong law of large numbers for vector martingales with arbitrary operator normalizations. From the theorem proved, we deduce several known results on the strong law of large numbers for martingales with continuous time.
Published
25.09.2001
How to Cite
Koval, V. A. “On the Strong Law of Large Numbers for Multivariate Martingales With Continuous Time”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 53, no. 9, Sept. 2001, pp. 1287-91, https://umj.imath.kiev.ua/index.php/umj/article/view/4348.
Section
Research articles