Riesz Decomposition for Weak Banach-Valued Quasi-Martingales
Pop-Stojanovic, Zoran R.
Ann. Math. Statist., Tome 43 (1972) no. 6, p. 1020-1026 / Harvested from Project Euclid
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In this paper we present the concept of a weak Banach-valued quasi-martingale. The concept of a strong Banach-valued quasi-martingale was introduced by the author in an earlier paper. We prove that a weak Banach-valued quasi-martingale under certain conditions has a weak Riesz decomposition, i.e., it can be decomposed in an essentially unique way as a sum of a weak martingale and a weak quasi-potential.
Publié le : 1972-06-14
Classification:  
@article{1177692568,
     author = {Pop-Stojanovic, Zoran R.},
     title = {Riesz Decomposition for Weak Banach-Valued Quasi-Martingales},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 1020-1026},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177692568}
}

Pop-Stojanovic, Zoran R. Riesz Decomposition for Weak Banach-Valued Quasi-Martingales. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  1020-1026. http://gdmltest.u-ga.fr/item/1177692568/