Abstract
This paper is concerned with the almost everywhere convergence of martingales indexed by countable filtering sets. It is shown that the convergence is a consequence of the maximal inequality as it is in the classical case. It also contains some results about the law of large numbers when the index belongs to a sector and an optimal condition assuring the almost everywhere convergence of martingales in these sectors.
Citation
J.-P. Gabriel. "Martingales with a Countable Filtering Index Set." Ann. Probab. 5 (6) 888 - 898, December, 1977. https://doi.org/10.1214/aop/1176995658
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