Martingale methods in operator theory

DOI10.1007/BF01060954MaRDI QIDQ578566zbMATH OpenFDO

Authors D. A. Skorokhod

Publication date 1986

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01060954

zbMATH Keywords

conditional expectationMarkov momentsmartingale theorymultiplication operators on a Hilbert spacerandom variablesweakly closed ring of commuting selfadjoint operators

Mathematics Subject Classification ID

Abstract operator algebras on Hilbert spaces (47L30) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with discrete parameter (60G42) Martingales and classical analysis (60G46)

Review text

Based on the fact that conditional expectation is a projection and random variables can be viewed as multiplication operators on a Hilbert space, several notions and results from martingale theory are taken over to the case of an arbitrary weakly closed ring of commuting selfadjoint operators.

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Cited in

(6)

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• Operators on martingales, -summing operators, and the contraction principle
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