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The Riesz decomposition for vector-valued amarts. (English) Zbl 0319.60025


MSC:

60G40 Stopping times; optimal stopping problems; gambling theory
Full Text: DOI

References:

[1] Austin, D. G.; Edgar, G. A.; Ionescu Tulcea, A., Pointwise convergence in terms of expectations, Z. Wahrscheinlichkeitstheorie verw. Gebiete, 30, 17-26 (1974) · Zbl 0276.60034
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[4] Chacon, R. V.; Sucheston, L., On convergence of vector-valued asymptotic martingales, Z. Wahrscheinlichkeitstheorie verw. Gebiete, 33, 55-59 (1975) · Zbl 0297.60005
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[7] Edgar, G. A., Sucheston, L.: Amarts: A class of asymptotic martingales. J. Multivariate Anal. 1966, to appear · Zbl 0336.60033
[8] Edgar, G. A.; Sucheston, L., Les amarts: une classe de martingales asymptotiques, C. R. Acad. Sci. Paris, 282, 715-718 (1976) · Zbl 0327.60033
[9] Pettis, B. J., On integration in vector spaces, Trans. Amer. math. Soc., 44, 277-304 (1938) · JFM 64.0371.02
[10] Subramanian, R., On a generalization of martingales due to Blake, Pacific J. Math., 48, 275-278 (1973) · Zbl 0292.60074
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