Let (left(u_{n}, mathscr{A}_{n}ight)_{n in mathbb{N}}) be a martingale. If (mathcal{L}^{1}-lim _{n ightarrow infty} u_{n}) exists, then the

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Let $\left(u_{n}, \mathscr{A}_{n}ight)_{n \in \mathbb{N}}$ be a martingale. If $\mathcal{L}^{1}-\lim _{n ightarrow \infty} u_{n}$ exists, then the pointwise limit $\lim _{n ightarrow \infty} u_{n}(x)$ exists for almost every $x$.

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Measures Integrals And Martingales

ISBN: 9781316620243

2nd Edition

Authors: René L. Schilling

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Question Posted: Jan 25, 2024 01:04 AM

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Let (left(u_{n}, mathscr{A}_{n}ight)_{n in mathbb{N}}) be a martingale. If (mathcal{L}^{1}-lim _{n ightarrow infty} u_{n}) exists, then the

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Measures Integrals And Martingales

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