A Martingale Decomposition Theorem
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منابع مشابه
Gundy’s Decomposition for Non-commutative Martingales and Applications
We provide an analogue of Gundy’s decomposition for L1-bounded non-commutative martingales. An important difference from the classical case is that for any L1-bounded non-commutative martingale, the decomposition consists of four martingales. This is strongly related with the row/column nature of non-commutative Hardy spaces of martingales. As applications, we obtain simpler proofs of the weak ...
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تاریخ انتشار 1969