Martingales in Banach lattices, II
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This note is a follow-up to Troitsky (Positivity 9(3):437–456, 2005). We provide several sufficient conditions for the space M of bounded martingale on a Banach lattice F to be a Banach lattice itself. We also present examples in which M is not a Banach lattice. It is shown that if F is a KB-space and the filtration is dense then F is a projection band in M.
KeywordsMartingale Filtration Banach lattice
Mathematics Subject Classification (2000)60G48 46B42
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