On almost sure convergence of amarts and martingales without the Radon- Nikodym property (Q1102615)

A sequence \(X_ n\) of random variables taking values in a Banach space E is called amart if it is adapted to an increasing family \((F_ n)\) of \(\sigma\)-algebras, each \(X_ n\) is Bochner integrable, and lim E \(X_{\tau}\) exists in the strong topology, as \(\tau\) ranges through the filtered set of bounded stopping times. An amart is of class B if sup \(E\| X_{\tau}\| <\infty.\) It is shown that for any amart of class B almost sure convergence of \(f(X_ n)\) to f(X) for each f in a total subset of the dual E * implies scalar convergence to X, i.e. convergence of \(g(X_ n)\) to g(X) for all \(g\in E\) *.