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Volume 33 • Number 3 • 2010 |
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Martingale Convergence Theorems in JW-Algebras
Abdusalom Karimov and Farrukh Mukhamedov
Abstract.
In this paper certain properties of conditional expectations of reversible JW-algebra A
with a faithful semifinite normal trace are studied. As an application of these results, we prove convergence theorems
for supermartingales and martingales defined on such algebras.
2010 Mathematics Subject Classification: 46L50, 46L55, 46L53, 47A35, 35A99.
Full text: PDF
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