Article ID Journal Published Year Pages File Type
4621807 Journal of Mathematical Analysis and Applications 2007 16 Pages PDF
Abstract

We extend Troitsky's study of martingales in Banach lattices to include stopping times. Results from the theory of unconditional Schauder decompositions and multipliers are used to derive an optional stopping theorem for unbounded stopping times. We also apply these techniques to convergent nets of stopped processes, as well as to unconditional Schauder decompositions in vector-valued Lp-spaces (1

Related Topics
Physical Sciences and Engineering Mathematics Analysis