Decomposition of an $ L^{1}(T) $-bounded martingale and Applications in Riesz spaces

Mounsif Niouar; Tarik Boukara; Kawtar Ramdane; Youssef Bentaleb

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arXiv · 2406.19517

Decomposition of an $ L^{1}(T) $-bounded martingale and Applications in Riesz spaces

Mounsif Niouar·Tarik Boukara·Kawtar Ramdane·Youssef Bentaleb

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Abstract

In this work, we give a decomposition of a martingale into three martingales with applications to certain types of inequalities in the new theory of Stochastic Analysis in Vector Lattices

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Mounsif Niouar, Tarik Boukara, Kawtar Ramdane, Youssef Bentaleb. 2024-06-27. Decomposition of an $ L^{1}(T) $-bounded martingale and Applications in Riesz spaces. https://arxiv.org/abs/2406.19517

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