B值鞅的RNP及不等式的相关研究

The Radon-Nikodym Property and the Inequality of B-Valued Martingal

设B是有限维的,通过研究B值鞅型序列之间的关系及鞅的收敛性、RNP和光滑性,得出了RNP一个简明的充分条件和B值鞅的一个不等式.

We restrict B to be finite-dimensional＇s Banach space, by studying the relationship between B-valued mar-tingale sequences and the convergence, Radon-Nikodym property and smoothness of the B-valued martingale, we get a concise necessary and sufficient condition and an inequality of B-valued martingale.