Displaying similar documents to “A unified characterization of q -optimal and minimal entropy martingale measures by semimartingale backward equations.”

Representation of operators with martingales and the Radon-Nikodým property.

Manuel González, Antonio Martínez-Abejón, Javier Pello-García (2004)

Extracta Mathematicae


The Radon-Nikodým property was introduced to describe those Banach spaces X for which all operators acting between L1 and X have a representation function. These spaces can be characterized in terms of martingales, as those spaces in which every uniformly bounded martingale converges. In the present work we study some classes of operators defined upon their behaviour with respect to the convergence of such martingales. We prove that an operator preserves the non-convergence of uniformly...