Spaces of regular abstract martingales

DOI10.1016/J.JMAA.2015.09.082zbMATH Open1352.46021arXiv1501.01685OpenAlexW2962811502MaRDI QIDQ891432FDOQ891432

Authors: Vladimir G. Troitsky, Foivos Xanthos 

Publication date: 17 November 2015

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

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.

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

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zbMATH Keywords

Banach latticevector latticeabstract martingaleregular martingale

Mathematics Subject Classification ID

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

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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
• Title not available (Why is that?)
• Martingale-like sequences in Banach lattices
• Mixing inequalities in Riesz spaces
• Induced actions of \(\mathfrak{B} \)-Volterra operators on regular bounded martingale spaces
• Near-epoch dependence in Riesz spaces
• Burkholder theorem in Riesz spaces
• Limit laws for martingales in vector lattices

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