Burkholder theorem in Riesz spaces (Q2056258)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Burkholder theorem in Riesz spaces |
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Burkholder theorem in Riesz spaces (English)
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2 December 2021
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The authors proved a lattice version of the Burkholder theorem on dominant converges of martingales defined on a Dedekind complete Riesz space. The proof relies on characterization of elements of the sup-completion of a universally complete vector lattice which do not belong to the space. There is also used some sufficient condition for a sequence to converge in order in the universal completion of the space.
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martingales
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vector lattices
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order convergence
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conditional expectation
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Burkholder theorem
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