IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v10y1980i1p107-122.html
   My bibliography  Save this article

Representation of Banach space valued quasimartingales by real quasimartingales

Author

Listed:
  • Kussmaul, A. U.

Abstract

A new technique is developed which allows to study quasimartingales with values in a Banach space E via real quasimartingales. As a byproduct path compactness for a wide class of E-valued quasimartingales is proved. The first application of this technique yields the equivalence of a.s. convergence and path compactness for E-valued martingales. Furthermore local decomposability of an E-valued semimartingale into a square integrable martingale and a process of integrable variation is established. Finally, it is shown that each process of integrable variation, with values in a Banach space with Radon-Nikodym property, can be approximated by processes taking values in a finite-dimensional subspace.

Suggested Citation

  • Kussmaul, A. U., 1980. "Representation of Banach space valued quasimartingales by real quasimartingales," Journal of Multivariate Analysis, Elsevier, vol. 10(1), pages 107-122, March.
    • Handle: RePEc:eee:jmvana:v:10:y:1980:i:1:p:107-122
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0047-259X(80)90086-X
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:10:y:1980:i:1:p:107-122. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.