Some Comparison Results for Sequential Martingales in the Limits
Dinh Quang Luu and Tran Quang Vinh
Abstract. The class of sequential martingales
in the limit is one of the best generalizations of martingales for which
Riesz--Talagrand's decomposition and Doob-Chatterji's martingale limit theorem
still hold. The main aim of this note is to give some constructive comparision
theorems for the class.
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