The purpose of this note is to show that the set of $L^1$-bounded "martingales in the limit", unlike the set of $L^1$-bounded "amarts", is not a vector lattice.
Publié le : 1980-06-14
Classification:
Martingale,
amart,
martingale in the limit,
lattice property,
60G45,
60G99
@article{1176994730,
author = {Bellow, A. and Dvoretzky, A.},
title = {On Martingales in the Limit},
journal = {Ann. Probab.},
volume = {8},
number = {6},
year = {1980},
pages = { 602-606},
language = {en},
url = {http://dml.mathdoc.fr/item/1176994730}
}
Bellow, A.; Dvoretzky, A. On Martingales in the Limit. Ann. Probab., Tome 8 (1980) no. 6, pp. 602-606. http://gdmltest.u-ga.fr/item/1176994730/