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Convergence of Submartingales in Banach Lattices

Convergence of submartingales in Banach lattices

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jun 1976Publisher:Institute of Mathematical StatisticsJournal:The Annals of Probability, volume 4 (issn: 0091-1798,

Authors: Szulga, Jerzy; Woyczynski, Wojbor A.;

doi: 10.1214/aop/1176996095

Convergence of Submartingales in Banach Lattices

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Abstract

We discuss analogues of Doob's convergence theorem for submartingales with values in Banach lattices with the Radon-Nikodym property.

Keywords

60B99, Banach Lattice, Submartingale, Radon-Nikodym property, Banach lattice, Radon-Nikodym Property, Martingale, Doob Decomosition, Limit theorems for vector-valued random variables (infinite-dimensional case), Martingales with discrete parameter, 60G45

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