Atomic decompositions of Banach lattice-valued martingales

作者：Zhang, Xueying^*; Zhang, Chuanzhou

来源：Statistics & Probability Letters, 2012, 82(3): 664-671.

DOI：10.1016/j.spl.2011.12.003

• Banach lattice
• LERMT
• Atomic decomposition

In this paper, atomic decompositions of Banach lattice-valued martingales are given. We discuss the relation between the LERMT property and atomic decompositions. With the help of atomic decompositions, the relation of the martingale spaces is investigated.

• 出版日期2012-3
• 单位武汉科技大学; 武汉大学