Unconditional Schauder decompositions and stopping times in the Lebesgue-Bochner spaces

被引：2

作者：

Cullender, Stuart F. ^{[1
]}

Labuschagne, Coenraad C. A. ^{[1
]}

机构：

[1] Univ Witwatersrand, Sch Math, ZA-2050 Wits, South Africa

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2007年 / 336卷 / 02期

关键词：

filtration; martingale; stopping time; banach lattice; banach space; bochner space;

D O I：

10.1016/j.jmaa.2007.03.002

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We extend Troitsky's study of martingales in Banach lattices to include stopping times. Results from the theory of unconditional Schauder decompositions and multipliers are used to derive an optional stopping theorem for unbounded stopping times. We also apply these techniques to convergent nets of stopped processes, as well as to unconditional Schauder decompositions in vector-valued LP-spaces (1 < p < infinity). (c) 2007 Elsevier Inc. All rights reserved.

引用

页码：849 / 864

页数：16

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