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  • 60-XX Probability theory and stochastic processes
  • 60Gxx Stochastic processes
  • 60G42 Martingales with discrete parameter

60Gxx Stochastic processes

  • 60G05 Foundations of stochastic processes
  • 60G07 General theory of processes
  • 60G09 Exchangeability
  • 60G10 Stationary processes
  • 60G12 General second-order processes
  • 60G15 Gaussian processes
  • 60G17 Sample path properties
  • 60G18 Self-similar processes
  • 60G20 Generalized stochastic processes
  • 60G22 Fractional processes, including fractional Brownian motion
  • 60G25 Prediction theory
  • 60G30 Continuity and singularity of induced measures
  • 60G35 Signal detection and filtering
  • 60G40 Stopping times; optimal stopping problems; gambling theory
  • 60G42 Martingales with discrete parameter
  • 60G44 Martingales with continuous parameter
  • 60G46 Martingales and classical analysis
  • 60G48 Generalizations of martingales
  • 60G50 Sums of independent random variables; random walks
  • 60G51 Processes with independent increments; Lévy processes
  • 60G52 Stable processes
  • 60G55 Point processes
  • 60G57 Random measures
  • 60G60 Random fields
  • 60G70 Extreme value theory; extremal processes
  • 60G99 None of the above, but in this section
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Equivalence et orthogonalité des mesures aléatoires engendrées par martingales positives homogènes

Ai Fan (1991)

Studia Mathematica

Ergodic theory and connections with analysis and probability.

Jones, Roger L. (1997)

The New York Journal of Mathematics [electronic only]

Erratum / Correction to : “A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement”

Victor H. de La Peña (1995)

Annales de l'I.H.P. Probabilités et statistiques

Espaces probabilisés filtrés : de la théorie de Vershik au mouvement brownien, via des idées de Tsirelson

Michel Émery (2000/2001)

Séminaire Bourbaki

Exponential inequalities for self-normalized processes with applications.

De La Peña, Victor H., Pang, Guodong (2009)

Electronic Communications in Probability [electronic only]

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