Operator martingale decompositions and the Radon–Nikodým property in Banach spaces

We consider submartingales and uniform amarts of maps acting between a Banach lattice and a Banach lattice or a Banach space. In this measure-free setting of martingale theory, it is known that a Banach space Y has the Radon–Nikodým property if and only if every uniformly norm bounded martingale defined on the Chaney–Schaefer l-tensor product , where E is a suitable Banach lattice, is norm convergent. We present applications of this result. Firstly, an analogues characterization for Banach lattices Y with the Radon–Nikodým property is given in terms of a suitable set of submartingales (supermartingales) on . Secondly, we derive a Riesz decomposition for uniform amarts of maps acting between a Banach lattice and a Banach space. This result is used to characterize Banach spaces with the Radon–Nikodým property in terms of uniformly norm bounded uniform amarts of maps that are norm convergent. In the case 1