On the class of all processes having a Riesz decomposition (Q1083763)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the class of all processes having a Riesz decomposition |
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On the class of all processes having a Riesz decomposition (English)
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1981
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The theory of asymptotic martingales (amarts) has been developed and extensively studied in recent years. It was shown that every real valued amart and every vector-valued uniform amart has a Riesz decomposition. One problem that remained open is that of characterizing all processes having a Riesz decomposition. The purpose of the present article is to solve this problem.
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asymptotic martingales
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vector-valued uniform amart
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Riesz decomposition
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