RUS  ENG JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PERSONAL OFFICE
 General information Latest issue Forthcoming papers Archive Impact factor Guidelines for authors License agreement Search papers Search references RSS Latest issue Current issues Archive issues What is RSS

 Trudy MIAN: Year: Volume: Issue: Page: Find

 Tr. Mat. Inst. Steklova, 2014, Volume 287, Pages 300–309 (Mi tm3589)

On the law of large numbers for martingales

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow, Russia

Abstract: Additional constraints are obtained under which sufficient conditions in the classical law of large numbers in a scheme of series for martingales are also necessary. The accuracy of the constraints obtained is demonstrated by examples.

 Funding Agency Grant Number Russian Science Foundation 14-21-00162 This work was supported by the Russian Science Foundation, project no. 14-21-00162.

DOI: https://doi.org/10.1134/S0371968514040177

Full text: PDF file (186 kB)
References: PDF file   HTML file

English version:
Proceedings of the Steklov Institute of Mathematics, 2014, 287:1, 289–298

Bibliographic databases:

Document Type: Article
UDC: 519.214+519.216.8

Citation: P. A. Yaskov, “On the law of large numbers for martingales”, Stochastic calculus, martingales, and their applications, Collected papers. Dedicated to Academician Albert Nikolaevich Shiryaev on the occasion of his 80th birthday, Tr. Mat. Inst. Steklova, 287, MAIK Nauka/Interperiodica, Moscow, 2014, 300–309; Proc. Steklov Inst. Math., 287:1 (2014), 289–298

Citation in format AMSBIB
\Bibitem{Yas14} \by P.~A.~Yaskov \paper On the law of large numbers for martingales \inbook Stochastic calculus, martingales, and their applications \bookinfo Collected papers. Dedicated to Academician Albert Nikolaevich Shiryaev on the occasion of his 80th birthday \serial Tr. Mat. Inst. Steklova \yr 2014 \vol 287 \pages 300--309 \publ MAIK Nauka/Interperiodica \publaddr Moscow \mathnet{http://mi.mathnet.ru/tm3589} \crossref{https://doi.org/10.1134/S0371968514040177} \elib{http://elibrary.ru/item.asp?id=22682000} \transl \jour Proc. Steklov Inst. Math. \yr 2014 \vol 287 \issue 1 \pages 289--298 \crossref{https://doi.org/10.1134/S0081543814080173} \isi{http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&DestLinkType=FullRecord&DestApp=ALL_WOS&KeyUT=000348379600017} \elib{http://elibrary.ru/item.asp?id=24030842} \scopus{http://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84921918607}