strong martingale
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On Parameter-Measurability of the Stochastic Integral with Respect to the Two-Parameter Strong Martingale

Theory of Probability and Its Applications ◽

10.1137/s0040585x97985273 ◽

2012 ◽

Vol 56 (1) ◽

pp. 132-140

Author(s):

N. A. Kolodii

Keyword(s):

Stochastic Integral ◽

Strong Martingale ◽

Two Parameter

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The proportional hazards regression model with staggered entries: A strong martingale approach

Stochastic Processes and their Applications ◽

10.1016/j.spa.2006.02.008 ◽

2006 ◽

Vol 116 (8) ◽

pp. 1195-1214

Author(s):

Murray D. Burke ◽

Dandong Feng

Keyword(s):

Regression Model ◽

Proportional Hazards ◽

Martingale Approach ◽

Proportional Hazards Regression ◽

Strong Martingale

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Testing regression models: A strong martingale approach

Asymptotic Methods in Stochastics ◽

10.1090/fic/044/20 ◽

2004 ◽

pp. 351-365

Author(s):

Murray Burke

Keyword(s):

Regression Models ◽

Martingale Approach ◽

Strong Martingale

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WEAK AND STRONG MARTINGALE CONVERGENCES OF GENERALIZED CONDITIONAL EXPECTATIONS IN NONCOMMUTATIVE Lp-SPACES

Infinite Dimensional Analysis Quantum Probability and Related Topics ◽

10.1142/s0219025701000395 ◽

2001 ◽

Vol 04 (02) ◽

pp. 195-213

Author(s):

FRANCESCO FIDALEO

Keyword(s):

Full Generality ◽

Lp Spaces ◽

Convergence Results ◽

Conditional Expectations ◽

Strong Martingale

While briefly reviewing results about (nets of) generalized conditional expectations and martingale-type convergences, we present an unified version of the topic and prove martingale-type convergence results of monotone nets of generalized conditional expectations in the full generality. In so doing, we fill some gaps.

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Martingales on Random Sets and the Strong Martingale Property

Electronic Journal of Probability ◽

10.1214/ejp.v5-57 ◽

2000 ◽

Vol 5 (0) ◽

Cited By ~ 1

Author(s):

Michael Sharpe

Keyword(s):

Random Sets ◽

Martingale Property ◽

Strong Martingale

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Strong martingale convergence of generalized conditional expectations on von Neumann algebras

Transactions of the American Mathematical Society ◽

10.1090/s0002-9947-1984-0732120-1 ◽

1984 ◽

Vol 282 (2) ◽

pp. 791-791 ◽

Cited By ~ 5

Author(s):

Fumio Hiai ◽

Makoto Tsukada

Keyword(s):

Von Neumann Algebras ◽

Von Neumann ◽

Conditional Expectations ◽

Strong Martingale ◽

Martingale Convergence

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