Timeline for When is the limit of Martingales a Martingale?
Current License: CC BY-SA 3.0
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Jun 3, 2018 at 23:43 | comment | added | 0xbadf00d | Since a martingale is required to be adapted, we'll need completeness of the filtration for the conclusion from the $L^1$-convergence. | |
Jan 22, 2016 at 18:24 | vote | accept | Ben | ||
Jan 22, 2016 at 15:47 | history | answered | Nate Eldredge | CC BY-SA 3.0 |