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Martingale ergodic and ergodic martingale processes with continuous time

Journal Article · · Sbornik. Mathematics
 [1]
  1. Novosibirsk State University, Novosibirsk (Russian Federation)
In a paper dedicated to unifying martingales and ergodic averages, Kachurovskii introduced certain unifying discrete-time martingale ergodic and ergodic martingale processes, for which he proved convergence theorems and established maximal and dominant inequalities. Our purpose in this article is to obtain similar results for such processes with continuous time. In addition, the results are used to assert convergence of yet another unifying process relating to Rota's approach to unification of martingales and Abel ergodic averages. Bibliography: 13 titles.
OSTI ID:
21301609
Journal Information:
Sbornik. Mathematics, Journal Name: Sbornik. Mathematics Journal Issue: 5 Vol. 200; ISSN 1064-5616
Country of Publication:
United States
Language:
English

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