Decomposition of an L¹(T) -bounded martingale and Applications in Riesz spaces

2024/06/27 by Niouar, Mounsif, Boukara, Tarik, Ramdane, Kawtar +1
#47B60 #60G42 #60G48 #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR)

paper · doi:10.48550/arxiv.2406.19517

Abstract

In this work, we give a decomposition of a martingale into three martingales with applications to certain types of inequalities in the new theory of Stochastic Analysis in Vector Lattices

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