The riesz decomposition for vector-valued amarts

DOI10.1007/BF00533211zbMath0319.60025OpenAlexW2011795264MaRDI QIDQ4082081

G. A. Edgar, Louis Sucheston

Publication date: 1976

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00533211

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (21)

Martingales in the Limit and Amarts ⋮ GENERALIZED COMONOTONICALLY ADDITIVE OPERATORS: REPRESENTATIONS BY CHOQUET INTEGRALS ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Characterizations of nuclearity in Frechet spaces ⋮ Asplund operators and a.e. convergence ⋮ Weak and strong convergence of amarts in Frechet spaces ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Riesz spaces valued measures and processes ⋮ Decomposition and representation theorem of set-valued amarts ⋮ Unnamed Item ⋮ On vector-valued amarts and dimension of banach spaces ⋮ Amarts: A class of asymptotic martingales. II: Continuous parameter ⋮ A refinement of the Riesz decomposition for amarts and semiamarts ⋮ Uniform amarts: A class of asymptotic martingales for which strong almost sure convergence obtains ⋮ Orderamarts: A class of asymptotic martingales ⋮ Summability and vector amarts ⋮ Characterisations of classes of multivalued processes using Riesz approximations ⋮ Convergent processes, projective systems of measures and martingale decompositions ⋮ Stability and convergence of amarts in Fréchet spaces

Cites Work

• On a generalization of martingales due to Blake
• Amarts: A class of asymptotic martingales. A: Discrete parameter
• On convergence of vector-valued asymptotic martingales
• On vector-valued asymptotic martingales
• Pointwise convergence in terms of expectations
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