This article is cited in 2 papers

Short Communications

On Convergence of Submartingales

V. M. Kruglov

M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics

Abstract: This paper proves the a.e. convergence theorems of separable submartingales. As an example there are known Doob's theorems on the convergence of integrable submartingales.

Keywords: submartingale, a.e. convergence, Markov time.

Received: 10.01.2008

DOI: 10.4213/tvp2417

 English version: Theory of Probability and its Applications, 2009, 53:2, 321–329

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