Martingale convergence theorems in \(JW\)-algebras (Q708450)
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scientific article; zbMATH DE number 5799910
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale convergence theorems in \(JW\)-algebras |
scientific article; zbMATH DE number 5799910 |
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Martingale convergence theorems in \(JW\)-algebras (English)
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14 October 2010
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The paper is devoted to the standard extension of conditional expectations from a reversible JW-algebra with a faithful normal semi-finite trace to its enveloping von Neumann algebra. As an application, the authors prove that convergence theorems for martingales and supermartingales on JW-algebras easily follow from corresponding theorems on von Neumann algebras.
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JW-algebra
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enveloping von Neumann algebra
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conditional expectation
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martingale
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supermartingale
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0.9073537
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0.89636236
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0.8939698
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