Martingales in Banach lattices
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Publication:850562
DOI10.1007/s11117-004-2769-1zbMath1101.60028OpenAlexW2322033587MaRDI QIDQ850562
Publication date: 3 November 2006
Published in: Positivity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11117-004-2769-1
Related Items (27)
Typical martingale diverges at a typical point ⋮ Maximal probability inequalities in vector lattices ⋮ Unconditional Schauder decompositions and stopping times in the Lebesgue-Bochner spaces ⋮ A description of norm-convergent martingales on vector-valued \(L^p\)-spaces ⋮ Near-epoch dependence in Riesz spaces ⋮ Unconditional martingale difference sequences in Banach spaces ⋮ The Itô integral for martingales in vector lattices ⋮ The Kac formula and Poincaré recurrence theorem in Riesz spaces ⋮ Spaces of regular abstract martingales ⋮ Continuous stochastic processes in Riesz spaces: The Doob-Meyer decomposition ⋮ Doob's optional sampling theorem in Riesz spaces ⋮ Atomic decompositions of Banach lattice-valued martingales ⋮ Mixingales on Riesz spaces ⋮ Convergent martingales of operators and the Radon Nikodým property in Banach spaces ⋮ Strong sequential completeness of the natural domain of a conditional expectation operator in Riesz spaces ⋮ Bernoulli Processes in Riesz Spaces ⋮ Jensen's and martingale inequalities in Riesz spaces ⋮ A Banach lattice approach to convergent integrably bounded set-valued martingales and their positive parts ⋮ Martingales in Banach lattices. II ⋮ The Kolmogorov-Čentsov theorem and Brownian motion in vector lattices ⋮ Quadratic variation of martingales in Riesz spaces ⋮ Itô's rule and Lévy's theorem in vector lattices ⋮ Induced actions of \(\mathfrak{B} \)-Volterra operators on regular bounded martingale spaces ⋮ On the decompositions of \(T\)-quasi-martingales on Riesz spaces ⋮ Martingale-like sequences in Banach lattices ⋮ Operator martingale decompositions and the Radon-Nikodým property in Banach spaces ⋮ Unbounded order convergence and application to martingales without probability
Cites Work
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- Boundary value problems and sharp inequalities for martingale transforms
- A geometrical characterization of Banach spaces in which martingale difference sequences are unconditional
- Convergence of submartingales in Banach lattices
- An elementary proof of Douglas' theorem on contractive projections on \(L_ 1\)-spaces
- Non-commutative martingale inequalities
- Conditional expectation in an operator algebra
- Doobs inequality for non-commutative martingales
- A Martingale Convergence Theorem in Vector Lattices
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