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Tempered processes and a Riesz decomposition for some martingales in the limit

Published online by Cambridge University Press:  18 May 2009

Louis H. Blake
Louis H. Blake
Affiliation:
College of Staten Island, Cuny, New York 10301
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Several papers have appeared in the past few years which have explored the topic of the Riesz decomposition for amarts. Such a decomposition for amarts enjoys several special properties. See [5, p. 208–209]. While it has been proved in [6] that not every martingale in the limit has a Riesz decomposition “in the weakest form assuring uniqueness” it is the major objective of this paper to characterize a class of martingales in the limit which is strictly larger than the class of amarts but enjoys all the properties of the decomposition for amarts.

Type
Research Article
Information
Glasgow Mathematical Journal , Volume 22 , Issue 1 , January 1981 , pp. 9 - 17
Copyright
Copyright © Glasgow Mathematical Journal Trust 1981

References

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