Martingale Convergence Theorems in JW-Algebras
Bulletin of the Malaysian Mathematical Society, Tome 33 (2010) no. 3
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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.
Classification :
46L50, 46L55, 46L53, 47A35, 35A99.
@article{BMMS_2010_33_3_a5,
author = {Abdusalom Karimov and Farrukh Mukhamedov},
title = {Martingale {Convergence} {Theorems} in {JW-Algebras}},
journal = {Bulletin of the Malaysian Mathematical Society},
year = {2010},
volume = {33},
number = {3},
url = {http://geodesic.mathdoc.fr/item/BMMS_2010_33_3_a5/}
}
Abdusalom Karimov; Farrukh Mukhamedov. Martingale Convergence Theorems in JW-Algebras. Bulletin of the Malaysian Mathematical Society, Tome 33 (2010) no. 3. http://geodesic.mathdoc.fr/item/BMMS_2010_33_3_a5/