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arXiv · 2107.00006

A proof of the continuous martingale convergence theorem

Joe Ghafari
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Abstract

A proof of the continuous martingale convergence theorem is provided. It relies on a classical martingale inequality and the almost sure convergence of a uniformly bounded non-negative super-martingale, after a truncation argument.

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Joe Ghafari. 2021-06-30. A proof of the continuous martingale convergence theorem. https://arxiv.org/abs/2107.00006

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