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A refinement of the Riesz decomposition for amarts and semiamarts
Authors:Nassif Ghoussoub  Louis Sucheston
Affiliation: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
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