A note on the convergence of martingales in Banach function spaces

DOI PDF Web Site Web Site 1 Citations

Bibliographic Information

Other Title
  • Эаметка о сходимости мартингалов в функциональных пространствах Банаха

Description

We shall give a necessary and sufficient condition for uniformly integrable martingales to converge in the norm topology in a Banach function space. This yields a new characterization of the probabilisticAp-condition introduced by Izumisawa and Kazamaki [4].

Journal

  • Analysis Mathematica

    Analysis Mathematica 25 (1), 265-276, 1999-12

    Springer Science and Business Media LLC

Citations (1)*help

See more

Keywords

Report a problem

Back to top