Some structure results for martingales in the limit and pramarts (Q1068446)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some structure results for martingales in the limit and pramarts |
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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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