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Some structure results for martingales in the limit and pramarts - MaRDI portal

Some structure results for martingales in the limit and pramarts (Q1068446)

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scientific article; zbMATH DE number 3932126
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Some structure results for martingales in the limit and pramarts
scientific article; zbMATH DE number 3932126

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    Some structure results for martingales in the limit and pramarts (English)
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    1985
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    A new, more general definition of martingales in the limit (mils) is given. Some characterization results and a Riesz-decomposition type theorem are proved. A typical result in this field is Corollary 9 ''All F- valued \(L^ 1\)-bounded mils converge iff F has the Radon-Nikodym property''. Finally some related results are proved for pramarts.
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    martingales in the limit
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    Riesz-decomposition
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    Radon-Nikodym property
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