Atomic Decompositions for Two-Parameter Vector-Valued Martingales and Two-parameter Vector-valued Martingale Spaces

Author: Riyan C.   Shixin G.  

Publisher: Springer Publishing Company

ISSN: 0236-5294

Source: Acta Mathematica Hungarica, Vol.93, Iss.1-2, 2001-10, pp. : 7-25

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

In this paper atomic decompositions for two-parameter vector-valued martingales are given. With the help of the atomic decompositions the relations between the mutual embedding of two-parameter vector-valued martingale spaces and geometric properties of Banach spaces are investigated. Our study shows that geometric properties of Banach spaces determine the embedding of martingale spaces and conversely the latter can characterize the former.