首页 | 本学科首页   官方微博 | 高级检索  
     检索      


A refinement of the Riesz decomposition for amarts and semiamarts
Authors:Nassif Ghoussoub  Louis Sucheston
Institution:Ohio State University USA
Abstract:A real-valued adapted sequence of random variables is an amart if and only if it can be written as a sum of a martingale and a sequence dominated in absolute value by a Doob potential, i.e., a positive supermartingale that converges to 0 in L1. The same holds for vector-valued uniform amarts with the norm replacing the absolute value.
Keywords:60G40  60G45  60G99  60F15  Amart  martingale  potential  Doob's potential  semiamart  Riesz decomposition
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号