Martingale convergence theorems in JW-Algebras

In this paper certain properties of conditional expectations of re-versible JW-algebra A with a faithful semifinite normal trace are studied. As an application of these results, we prove convergence theorems for supermartin- gales and martingales defined on such algebras.

Bibliographic Details
Main Authors: Karimov , Abdusalom, Mukhamedov, Farrukh
Format: Article
Language:English
Published: School of Mathematical Sciences, Universiti Sains Malaysia 2010
Subjects:
Online Access:http://irep.iium.edu.my/1598/
http://irep.iium.edu.my/1598/1/mfka-bmmss%282010%29.pdf
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author Karimov , Abdusalom
Mukhamedov, Farrukh
author_facet Karimov , Abdusalom
Mukhamedov, Farrukh
author_sort Karimov , Abdusalom
building IIUM Repository
collection Online Access
description In this paper certain properties of conditional expectations of re-versible JW-algebra A with a faithful semifinite normal trace are studied. As an application of these results, we prove convergence theorems for supermartin- gales and martingales defined on such algebras.
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institution International Islamic University Malaysia
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language English
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publishDate 2010
publisher School of Mathematical Sciences, Universiti Sains Malaysia
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spelling iium-15982011-11-11T03:24:35Z http://irep.iium.edu.my/1598/ Martingale convergence theorems in JW-Algebras Karimov , Abdusalom Mukhamedov, Farrukh QA Mathematics In this paper certain properties of conditional expectations of re-versible JW-algebra A with a faithful semifinite normal trace are studied. As an application of these results, we prove convergence theorems for supermartin- gales and martingales defined on such algebras. School of Mathematical Sciences, Universiti Sains Malaysia 2010 Article PeerReviewed application/pdf en http://irep.iium.edu.my/1598/1/mfka-bmmss%282010%29.pdf Karimov , Abdusalom and Mukhamedov, Farrukh (2010) Martingale convergence theorems in JW-Algebras. Bulletin of the Malaysian Mathematical Sciences Society, 33 (3). pp. 405-410. ISSN 0126-6705 http://math.usm.my/bulletin/html/vol33_3_6.html
spellingShingle QA Mathematics
Karimov , Abdusalom
Mukhamedov, Farrukh
Martingale convergence theorems in JW-Algebras
title Martingale convergence theorems in JW-Algebras
title_full Martingale convergence theorems in JW-Algebras
title_fullStr Martingale convergence theorems in JW-Algebras
title_full_unstemmed Martingale convergence theorems in JW-Algebras
title_short Martingale convergence theorems in JW-Algebras
title_sort martingale convergence theorems in jw-algebras
topic QA Mathematics
url http://irep.iium.edu.my/1598/
http://irep.iium.edu.my/1598/
http://irep.iium.edu.my/1598/1/mfka-bmmss%282010%29.pdf