Martingale-like sequences in Banach lattices
Martingale-like sequences in vector lattice and Banach lattice frameworks are defined in the same way as martingales are defined in [Positivity 9 (2005), 437–456]. In these frameworks, a collection of bounded X-martingales is shown to be a Banach space under the supremum norm, and under some conditi...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
VTeX
2018-11-01
|
| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://www.vmsta.org/doi/10.15559/18-VMSTA120 |