A description of norm-convergent martingales on vector-valued \(L^p\)-spaces

DOI10.1016/j.jmaa.2005.10.032zbMath1143.46020OpenAlexW2059175301MaRDI QIDQ852726

Coenraad C. A. Labuschagne, Stuart F. Cullender

Publication date: 15 November 2006

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2005.10.032

zbMATH Keywords

filtrationBanach latticeBanach spaceconvergent martingalevector-valued \(L^p\)-space

Mathematics Subject Classification ID

Spaces of vector- and operator-valued functions (46E40) Banach lattices (46B42) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (11)

Unconditional Schauder decompositions and stopping times in the Lebesgue-Bochner spaces ⋮ Unconditional martingale difference sequences in Banach spaces ⋮ The Itô integral for martingales in vector lattices ⋮ A description of Banach space-valued Orlicz hearts ⋮ Convergent martingales of operators and the Radon Nikodým property in Banach spaces ⋮ Jensen's and martingale inequalities in Riesz spaces ⋮ A Banach lattice approach to convergent integrably bounded set-valued martingales and their positive parts ⋮ The Kolmogorov-Čentsov theorem and Brownian motion in vector lattices ⋮ Quadratic variation of martingales in Riesz spaces ⋮ Itô's rule and Lévy's theorem in vector lattices ⋮ Operator martingale decompositions and the Radon-Nikodým property in Banach spaces

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