Algorithmic randomness for Doob's martingale convergence theorem in continuous time
We study Doob's martingale convergence theorem for computable continuous time martingales on Brownian motion, in the context of algorithmic randomness. A characterization of the class of sample points for which the theorem holds is given. Such points are given the name of Doob random points. It...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Logical Methods in Computer Science e.V.
2014-12-01
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| Series: | Logical Methods in Computer Science |
| Subjects: | |
| Online Access: | https://lmcs.episciences.org/978/pdf |