0000000000008812
AUTHOR
Coenraad C.a. Labuschagne
Operator martingale decomposition and the Radon-Nikodym property in Banach spaces
Abstract We consider submartingales and uniform amarts of maps acting between a Banach lattice and a Banach lattice or a Banach space. In this measure-free setting of martingale theory, it is known that a Banach space Y has the Radon–Nikodým property if and only if every uniformly norm bounded martingale defined on the Chaney–Schaefer l-tensor product E ⊗ ˜ l Y , where E is a suitable Banach lattice, is norm convergent. We present applications of this result. Firstly, an analogues characterization for Banach lattices Y with the Radon–Nikodým property is given in terms of a suitable set of submartingales (supermartingales) on E ⊗ ˜ l Y . Secondly, we derive a Riesz decomposition for uniform …
Set-valued Brownian motion
Brownian motions, martingales, and Wiener processes are introduced and studied for set valued functions taking values in the subfamily of compact convex subsets of arbitrary Banach space $X$. The present paper is an application of one the paper of the second author in which an embedding result is obtained which considers also the ordered structure of $ck(X)$ and f-algebras.
On set-valued cone absolutely summing maps
Spaces of cone absolutely summing maps are generalizations of Bochner spaces Lp(μ, Y), where (Ω, Σ, μ) is some measure space, 1 ≤ p ≤ ∞ and Y is a Banach space. The Hiai-Umegaki space \( \mathcal{L}^1 \left[ {\sum ,cbf(X)} \right] \) of integrably bounded functions F: Ω → cbf(X), where the latter denotes the set of all convex bounded closed subsets of a separable Banach space X, is a set-valued analogue of L1(μ, X). The aim of this work is to introduce set-valued cone absolutely summing maps as a generalization of \( \mathcal{L}^1 \left[ {\sum ,cbf(X)} \right] \) , and to derive necessary and sufficient conditions for a set-valued map to be such a set-valued cone absolutely summing map. We …
A note on the Banach space of preregular maps
The aim of this paper is to give simple proofs for Jeurnink's characterizations of preregular maps in terms of Θ-maps acting between Banach lattices. For Banach lattices E and F, we achieve our goal by considering the space Lβ(E, F) of all those linear maps T: E → F for which there exists a constant K such that {double pipe}Vn i=1 {pipe}Txi{pipe} ≤ K {double pipe}Vn i=1{pipe}xi for all finite sequences x1, ..., xn e{open}E. We show that, if Lβ(E; F), and the spaces L Θ (E; F) of Θ -map and Lpr(E; F) of preregular maps are respectively endowed with their canonical norms, then they are identical Banach spaces
On Spaces of Bochner and Pettis Integrable Functions and Their Set-Valued Counterparts
The aim of this paper is to give a brief summary of the Pettis and Bochner integrals, how they are related, how they are generalized to the set-valued setting and the canonical Banach spaces of bounded maps between Banach spaces that they generate. The main tool that we use to relate the Banach space-valued case to the set-valued case, is the R ̊adstr ̈om embedding theorem.
Quadratic variation of martingales in Riesz spaces
We derive quadratic variation inequalities for discrete-time martingales, sub- and supermartingales in the measure-free setting of Riesz spaces. Our main result is a Riesz space analogue of Austinʼs sample function theorem, on convergence of the quadratic variation processes of martingales http://www.journals.elsevier.com/journal-of-mathematical-analysis-and-applications/ http://dx.doi.org/10.1016/j.jmaa.2013.08.037 National Research Foundation of South Africa (Grant specific unique reference number (UID) 85672) and by GNAMPA of Italy (U 2012/000574 20/07/2012 and U 2012/000388 09/05/2012)