scholarly journals UNIFORM INTEGRABILITY AND MEAN CONVERGENCE FOR THE VECTOR-VALUED MCSHANE INTEGRAL

1997 ◽  
Vol 23 (1) ◽  
pp. 303 ◽  
Author(s):  
Swartz









2018 ◽  
Vol 144 (2) ◽  
pp. 137-148
Author(s):  
Sokol Bush Kaliaj


Author(s):  
Nour Al Hayek ◽  
Manuel Ordóñez Cabrera ◽  
Andrew Rosalsky ◽  
Mehmet Ünver ◽  
Andrei Volodin


1993 ◽  
Vol 162 (1) ◽  
pp. 117-124 ◽  
Author(s):  
Jörg Wenzel


1981 ◽  
Vol 89 (1) ◽  
pp. 135-148
Author(s):  
Leonard E. Dor

AbstractWe obtain here estimates for the expectation of a restricted quadratic variation of L1 bounded (weak) martingales and positive submartingales, and for related functionals. These inequalities are then used to give a quantitative version of a recent result of D. J. Aldous and D. H. Fremlin concerning the L1 norms of expansions with respect to uniformly integrable L1-normalized martingale difference sequences. Another application relates precisely the degree of norm divergence of an L1-bounded martingale to the degree of non-uniform integrability of that martingale. A partial analogue of this result is proved for certain vector valued martingales with values in L1 which are related to the Radon–Nikodým property.



2002 ◽  
Vol 151 (2) ◽  
pp. 175-185 ◽  
Author(s):  
L. Di Piazza ◽  
V. Marraffa


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