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Conditional Banach Spaces, Conditional Projections and Generalized Martingales.
MATHEMATICA SCANDINAVICA, 1970 Briem, Eggert, Nguyen-Xuan-L.
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Limit Laws for Generalizations of Martingales
, 1986 Given a sequence of random variables (xk)k ≧ 1 one of the important problems in probability and statistics is the description of the asymptotic properties of the partial sum process S(t) = Σk ≦ t xk. Essentially three types of results are known: strong laws of large numbers (SLLNs), central limit theorems (CLTs) and laws of the iterated logarithm (LILs)
Ernst Eberlein
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Martingale generalizations and preservation of martingale properties
Canadian Journal of Statistics, 1984 AbstractThis article investigates circumstances under which seven important martingale properties are preserved by the following six martingale generalizations: quasimartingales, amarts, martingales in the limit, games fairer with time, progressive martingales, and eventual martingales.
R. J. Tomkins
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A generalization of martingales and mixing sequences
Advances in Applied Probability, 1975 D. L. McLeish
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Gaussian Martingales and a Generalization of the Kalman-Bucy Filter
Theory of Probability & Its Applications, 1976 R. Liptser
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A general downcrossing inequality for g-martingales
Statistics & Probability Letters, 2000zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chen, Zengjing, Peng, Shige
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