A Sequential Lebesgue-Radon-Nikodym Theorem and the Lebesgue Decomposition of Martingales

Author:

Schmidt Klaus D.

Publisher

Springer Netherlands

Reference6 articles.

1. Austin, D., Bellow, A., and Bouzar, N. (1985): The Fatou inequality revisited — variations on a theme by A. Dvoretzky. In: Probability in Banach Spaces V. Lecture Notes in Mathematics, vol. 1153, pp. 17–39. Springer, Berlin — Heidelberg — New York.

2. Baez-Duarte, L. (1968): Another look at the martingale theorem. J. Math. Anal. Appl. 23, 551–557.

3. Baez-Duarte, L. (1982): Divergence of L-bounded martingales. Repub. Venezuela Bol. Acad. Cienc. Fis. Mat. Natur. 42, 39–72.

4. Darst, R.B. (1962): A decomposition of finitely additive set functions. J. Reine Angew. Math. 210, 31–37.

5. Neveu, J. (1972): Martingales à Temps Discret. Masson, Paris.

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