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A compactness principle for bounded sequences of martingales with applications

2024/01/18 by Delbaen, Freddy, Schachermayer, Walter

paper · doi:10.57938/5893d592-7e0b-471e-a939-94ae0c427776

Abstract

For H1 bounded sequences, we introduce a technique, related to the Kadec-Pelczynski -decomposition for L1 sequences, that allows us to prove compactness theorems. Roughly speaking, a bounded sequence in H1 can be split into two sequences, one of which is weakly compact, the other forms the singular part. If the martingales are continuous then the singular part tends to zero in the semi-martingale topology. In the general case the singular parts give rise to a process of bounded variation. The technique allows to give a new proof of the optional decomposition theorem in Mathematical Finance. (author's abstract)

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