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

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

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作  者:Shixin Gan, Department of Mathematics, Wuhan University, Wuhan 430072, P. R. China 

出  处:《Acta Mathematica Sinica,English Series》1999年第2期187-196,共10页数学学报(英文版)

基  金:Project supported by the National Natural Science Foundation of China;the State Education Commission Ph. D. Station Foundation

摘  要:In this paper, we prove that under the F<sub>4</sub> condition, any L log<sup>+</sup> L bounded two-parameter Banach space valued martingale converges almost surely to an integrable Banach space valued random variable if and only if the Banach space has the Radon-Nikodym property. We further prove that the above conclusion remains true if the F<sub>4</sub> condition is replaced by the weaker local F<sub>4</sub> condition.In this paper, we prove that under the F<sub>4</sub> condition, any L log<sup>+</sup> L bounded two-parameter Banach space valued martingale converges almost surely to an integrable Banach space valued random variable if and only if the Banach space has the Radon-Nikodym property. We further prove that the above conclusion remains true if the F<sub>4</sub> condition is replaced by the weaker local F<sub>4</sub> condition.

关 键 词:Two-parameter Banach space valued martingale A. S. convergence Radon-Nikodym property F4 condition Local F4 condition 

分 类 号:O1[理学—数学]

 

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