Author/Authors :
Stuart F. Cullender ?، نويسنده , , Coenraad C.A. Labuschagne ، نويسنده ,
Abstract :
We extend Troitsky’s study of martingales in Banach lattices to include stopping times. Results from
the theory of unconditional Schauder decompositions and multipliers are used to derive an optional stopping
theorem for unbounded stopping times. We also apply these techniques to convergent nets of stopped
processes, as well as to unconditional Schauder decompositions in vector-valued Lp-spaces (1
Keywords :
stopping time , Banach lattice , Banach space , Martingale , Bochner space , filtration
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications