For the study of the paths of stochastic processes, the upcrossing-down-crossing arguments are available in the real-valued case but not in the vector-valued case. We use in this article stopping time methods and the Kadec-Klee renorming theorem to obtain regularity properties for Banach-lattice valued submartingales and Banach-valued pramarts.
Publié le : 1985-08-14
Classification:
Stopping time,
renorming,
right and left limits,
regularity of paths,
submartingale,
order continuous Banach lattice,
pramart,
60B12,
60G17,
60G44,
60G48
@article{1176992919,
author = {Frangos, Nikos E.},
title = {On Regularity of Banach-Valued Processes},
journal = {Ann. Probab.},
volume = {13},
number = {4},
year = {1985},
pages = { 985-990},
language = {en},
url = {http://dml.mathdoc.fr/item/1176992919}
}
Frangos, Nikos E. On Regularity of Banach-Valued Processes. Ann. Probab., Tome 13 (1985) no. 4, pp. 985-990. http://gdmltest.u-ga.fr/item/1176992919/