A refinement of the Riesz decomposition for amarts and semiamarts

Nassif Ghoussoub and Louis Sucheston

Journal of Multivariate Analysis, 1978, vol. 8, issue 1, 146-150

Abstract: A real-valued adapted sequence of random variables is an amart if and only if it can be written as a sum of a martingale and a sequence dominated in absolute value by a Doob potential, i.e., a positive supermartingale that converges to 0 in L1. The same holds for vector-valued uniform amarts with the norm replacing the absolute value.

Keywords: Amart; martingale; potential; Doob's; potential; semiamart; Riesz; decomposition (search for similar items in EconPapers)
Date: 1978
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