Generalized martingales,generalized Markov chains and generalized harmonic functions |
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Authors: | Louis H. Blake |
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Affiliation: | (1) College of Staten Island, The City University of New York, New York, USA |
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Abstract: | Summary This paper introduces and studies a generalization of the notion of martingale which allows for a generalization of the concept of a Markov chain and a generalization of the concept of harmonic and superharmonic functions. The theory is supported by examples and techniques that suggest the natural character of the material developed.Deceased. Please address correspondence on Prof. Magda Peligrad; Department of Mathematical Sciences, University of Cincinnati, Mail Location 25, Cincinnati, OH 45221 USA |
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