Continuous-time martingale convergence theorem
= Continuous-time martingale convergence theorem
{c}
A right-continuous continuous-time martingale with $\sup_{t\geq0}\mathbb E|M_t|<\infty$ has an almost-sure finite limit as $t\to\infty$.
= Continuous-time martingale convergence theorem
{c}
A right-continuous continuous-time martingale with $\sup_{t\geq0}\mathbb E|M_t|<\infty$ has an almost-sure finite limit as $t\to\infty$.