Article contents
Characterizations of Vitali Conditions with Overlap in Terms of Convergence of Classes of Amarts
Published online by Cambridge University Press: 20 November 2018
Extract
In a series of fundamental papers [20], [21], [22], [23], K. Krickeberg introduced 'Vitali’ conditions on σ-algebras and showed that they are sufficient for convergence of properly bounded martingales, and supermartingales. It is now known that the conditions V∞ (= V), and V′ are both sufficient and necessary for convergence of L1-bounded amarts, and ordered amarts (Astbury [1]; [24], [25]); an amart (ordered amart) is a process (Xt) such that the net (EXτ)τ∈T* converges, where T* is the net of simple (ordered) stopping times. We undertake here to similarly characterize the Vitali conditions Vp, 1 ≦ p < ∞, in terms of convergence of properly defined classes of amarts. (In terms of convergence of L∞-bounded martingales, Krickeberg himself [22] was able to characterize V1.)
- Type
- Research Article
- Information
- Copyright
- Copyright © Canadian Mathematical Society 1979
References
- 6
- Cited by