Some structure results for martingales in the limit and pramarts
type: Item
instance of: scholarly article
title: Some structure results for martingales in the limit and pramarts
zbMATH Open document ID: 0582.60055
author: Michel Talagrand
published in: The Annals of Probability
publication date: 1985-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60G48
Mathematics Subject Classification ID: 60B11
zbMATH DE Number: 3932126
zbMATH Keywords: martingales in the limit
zbMATH Keywords: Riesz-decomposition
zbMATH Keywords: Radon-Nikodym property
reviewed by: Allan Gut
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176992804
OpenAlex ID: W1976020719
DOI: 10.1214/AOP/1176992804
Recommended article: On martingales in the limit and their classification
Recommended article: Q5262334
Recommended article: Q5751667
Recommended article: Q3744976
Recommended article: Q3500711
Recommended article: Q3983125
Recommended article: On martingales in the limit and convergence of their subsequences
Recommended article: Φ′-VALUED MARTINGALE MEASURES AND THEIR LIMIT THEOREMS*
Recommended article: Q5455814
description: scientific article; zbMATH DE number 3932126