Martingale convergence theorems in JW-Algebras
In this paper certain properties of conditional expectations of re-versible JW-algebra A with a faithful semifinite normal trace are studied. As an application of these results, we prove convergence theorems for supermartin- gales and martingales defined on such algebras.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
School of Mathematical Sciences, Universiti Sains Malaysia
2010
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/1598/ http://irep.iium.edu.my/1598/ http://irep.iium.edu.my/1598/1/mfka-bmmss%282010%29.pdf |
| Summary: | In this paper certain properties of conditional expectations of re-versible JW-algebra A with a faithful semifinite normal trace are studied. As an application of these results, we prove convergence theorems for supermartin- gales and martingales defined on such algebras. |
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