Regularity of Banach lattice valued martingales
J. Szulga (1979)
Colloquium Mathematicae
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J. Szulga (1979)
Colloquium Mathematicae
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Let Y be a Banach space, (Ω, Σ; μ) a probability space and φ a finite Young function. It is shown that the Y-valued Orlicz heart H φ(μ, Y) is isometrically isomorphic to the l-completed tensor product of the scalar-valued Orlicz heart Hφ(μ) and Y, in the sense of Chaney and Schaefer. As an application, a characterization is given of the equality of and in terms of the Radon-Nikodým property on Y. Convergence of norm-bounded martingales in H φ(μ, Y) is characterized in terms of...
Greim, Peter
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