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On the Strong Law of Large Numbers for Multivariate Martingales with Continuous Time

We prove the strong law of large numbers for vector martingales with arbitrary operator normalizations. From the theorem proved, we deduce several known results on the strong law of large numbers for martingales with continuous time.

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Bibliographic Details
Date:	2001
Main Authors:	Koval, V. A., Коваль, В. А.
Format:	Article
Language:	Russian English
Published:	Institute of Mathematics, NAS of Ukraine 2001
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/4348
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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