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June, 1972 Riesz Decomposition for Weak Banach-Valued Quasi-Martingales
Zoran R. Pop-Stojanovic
Ann. Math. Statist. 43(3): 1020-1026 (June, 1972). DOI: 10.1214/aoms/1177692568

Abstract

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.

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Zoran R. Pop-Stojanovic. "Riesz Decomposition for Weak Banach-Valued Quasi-Martingales." Ann. Math. Statist. 43 (3) 1020 - 1026, June, 1972. https://doi.org/10.1214/aoms/1177692568

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Published: June, 1972
First available in Project Euclid: 27 April 2007

zbMATH: 0248.60040
MathSciNet: MR307323
Digital Object Identifier: 10.1214/aoms/1177692568

Rights: Copyright © 1972 Institute of Mathematical Statistics

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Vol.43 • No. 3 • June, 1972
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