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Mean square convergence of weak martingales

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Part of the Lecture Notes in Mathematics book series (LNM,volume 1193)

Keywords

  • Banach Space
  • Covariance Operator
  • Radon Measure
  • Gaussian Measure
  • Dual Basis

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References

  1. S. BANACH: Théorie des opŕations linéaires, Warszawa 1932.

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  2. S.A. CHOBANYAN AND V.I. TARIELADZE: Gaussian characterizations of certain Banach spaces. J. Mult. Anal. 7, 1977.

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  3. K. MUSIAL: Martingales of Pettis integrable functions. Lecture Notes in Math. 794, 1979.

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  4. NGUYEN DUY TIEN: On Kolmogorov's three series theorem and mean square convergence of martingales in Banach spaces. Theor. Prob. Appl. 24(2), 1979.

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  5. W.A. WOYCZYNSKI: Geometry and martingales in Banach spaces. Advances in Prob., Dekker, 1978.

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© 1986 Springer-Verlag

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Schwarz, M.B. (1986). Mean square convergence of weak martingales. In: Fernique, X., Heinkel, B., Meyer, PA., Marcus, M.B. (eds) Geometrical and Statistical Aspects of Probability in Banach Spaces. Lecture Notes in Mathematics, vol 1193. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0077102

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  • DOI: https://doi.org/10.1007/BFb0077102

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-16487-6

  • Online ISBN: 978-3-540-39826-4

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