Spaces of regular abstract martingales

DOI10.1016/J.JMAA.2015.09.082MaRDI QIDQ891432zbMATH OpenOpenAlexFDO

Authors Vladimir G. Troitsky, Foivos Xanthos

Publication date 17 November 2015

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1501.01685

zbMATH Keywords

Banach latticevector latticeabstract martingaleregular martingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Banach lattices (46B42)

Abstract: In cite{Troitsky:05,Korostenski:08}, the authors introduced and studied the space $mathcal{M}_r$ of regular martingales on a vector lattice and the space $M_r$ of bounded regular martingales on a Banach lattice. In this note, we study these two spaces from the vector lattice point of view. We show, in particular, that these spaces need not be vector lattices. However, if the underlying space is order complete then $mathcal{M}_r$ is a vector lattice and $M_r$ is a Banach lattice under the regular norm.

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Cited in

(11)

• A note on regular martingales in Riesz spaces
• On the submartingale characterization of Banach lattices
• Martingales in Banach lattices. II
• Martingales in Banach lattices
• scientific article; zbMATH DE number 179572 (Why is no real title available?)
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• Mixing inequalities in Riesz spaces
• Near-epoch dependence in Riesz spaces
• Induced actions of \(\mathfrak{B} \)-Volterra operators on regular bounded martingale spaces
• Burkholder theorem in Riesz spaces
• Limit laws for martingales in vector lattices

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