Title of article :
Martingale Convergence Theorems in JW-Algebras
Author/Authors :
Karimov, Abdusalom Tashkent Institute of Textile and Light Industry - Department of Mathematics, Uzbekistan , Mukhamedov, Farrukh International Islamic University Malaysia - Faculty of Science - Department of Computational and Theoretical Sciences, Malaysia
Abstract :
In this paper certain properties of conditional expectations of reversible JW-algebra A with a faithful semifinite normal trace are studied. As an application of these results, we prove convergence theorems for supermartingales and martingales defined on such algebras.
Keywords :
Conditional expectation , Jordan algebra , enveloping algebra , supermartingale , martingale
Journal title :
Bulletin of the Malaysian Mathematical Sciences Society
Journal title :
Bulletin of the Malaysian Mathematical Sciences Society
