Martingale representation in uniformly convex spaces
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- by D. Landers and L. Rogge PDF
- Proc. Amer. Math. Soc. 75 (1979), 108-110 Request permission
Abstract:
In this paper we define the concept of a martingale in a uniformly convex Banach space and show that each bounded martingale is convergent and can be represented as a sequence of nearest point projections onto closed convex sets of one element of the Banach space. This result contains classical representation theorems for usual martingales and yields applications in the theory of nearest point projections in ${L_p}$-spaces.References
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Additional Information
- © Copyright 1979 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 75 (1979), 108-110
- MSC: Primary 60G48
- DOI: https://doi.org/10.1090/S0002-9939-1979-0530761-1
- MathSciNet review: 530761