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A note on the convergence of martingales in Banach function spaces |
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| Authors: | Masato Kikuchi М Кикучи |
| Institution: | 1. Department of Mathematics, Toyama University, 930-8555, Toyama, Japan |
| Abstract: | We shall give a necessary and sufficient condition for uniformly integrable martingales to converge in the norm topology in a Banach function space. This yields a new characterization of the probabilisticA p -condition introduced by Izumisawa and Kazamaki 4]. |
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