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.
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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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Blake, L.H. Generalized martingales, generalized Markov chains and generalized harmonic functions. Probab. Th. Rel. Fields 79, 405–430 (1988). https://doi.org/10.1007/BF00342233
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DOI: https://doi.org/10.1007/BF00342233