2000•Journal of Hefei University of TechnologyRequires access

Convergence of complex asymptotic martingale

Jiao Xian

Abstract

Convergences of martingale sequences have wide applications in both theory and practice, and the study of covergences of various martingale sequences is an important subject in probabilistic research in recent years. Covergence of general martingale and covergence of asymptotic martingale were presented in related literatures. This article sets up a complex probability space and presents convergence of complex asymptotic martingale.

About this research paper

What this paper is about

Why it matters

A significance statement is not available in the OpenAlex record.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

Key concepts: Martingale (probability theory), Local martingale, Doob's martingale inequality, Martingale pricing, Mathematics, Martingale difference sequence, Probabilistic logic, Applied mathematics