A. S. Convergence of Two-Parameter Banach Space Valued Martingales and the Radon-Nikodym Property of Banach Spaces

被引:0
作者
Shixin Gan Department of Mathematics Wuhan University Wuhan P R China [430072 ]
机构
关键词
Two-parameter Banach space valued martingale; A; S; convergence; Radon-Nikodym property; F4; condition; Local F4 condition;
D O I
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中图分类号
O177.2 [巴拿赫空间及其线性算子理论];
学科分类号
070104 ;
摘要
<正> In this paper, we prove that under the F4 condition, any L log+ L bounded two-parameterBanach space valued martingale converges almost surely to an integrable Banach space valued randomvariable if and only if the Banach space has the Radon-Nikodym property. We further prove that theabove conclusion remains true if the F4 condition is replaced by the weaker local F4 condition.
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页码:187 / 196
页数:10
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Stochastic integrals in the plane[J] . R. Cairoli,John B. Walsh.Acta Mathematica . 1975 (1)