A note on the convergence of martingales in Banach function spaces

Masato Kikuchi, М. Кикучи

doi:10.1007/bf02908441

A note on the convergence of martingales in Banach function spaces

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書誌事項

タイトル別名

Эаметка о сходимости мартингалов в функциональных пространствах Банаха

説明

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].