Some Comparison Results for Sequential Martingales in the Limits

Dinh Quang Luu and Tran Quang Vinh


    The class of sequential martingales in the limit is one of the best generalizations of martingales for which Riesz--Talagrand's decomposition and Doob-Chatterji's martingale limit theorem still hold. The main aim of this note is to give some constructive comparision theorems for the class.