2021/06/30 by Joe Ghafari, Ghafari, Joe
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Advanced Harmonic Analysis Research #Advanced Banach Space Theory
paper · pdf · doi:10.48550/arxiv.2107.00006
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.