III: 08, 143-143, LNM 88 (1969)
MEYER, Paul-André
Un lemme de théorie des martingales (Martingale theory)
The author apparently believed that this classical and useful remark was new (it is often called ``Hunt's lemma'', see Hunt, Martingales et Processus de Markov, Masson 1966, p.47)
Keywords: Almost sure convergence
Nature: Well-known
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