We prove that the martingale convergence theorem for generalized conditional expectations in von Neumann algebras holds in the weak topology without restrictions. The situation is therefore different from the strong topology case, where there are restrictive conditions which distinguish between increasing and decreasing sequences of von Neumann algebras. Moreover known counterexamples show that in the decreasing case the strong martingale convergence theorem might not hold.
Accardi, L., Longo, R. (1993). Martingale convergence of generalized conditional expectations. JOURNAL OF FUNCTIONAL ANALYSIS, 118(1), 119-130 [10.1006/jfan.1993.1139].
Martingale convergence of generalized conditional expectations
ACCARDI, LUIGI;LONGO, ROBERTO
1993-01-01
Abstract
We prove that the martingale convergence theorem for generalized conditional expectations in von Neumann algebras holds in the weak topology without restrictions. The situation is therefore different from the strong topology case, where there are restrictive conditions which distinguish between increasing and decreasing sequences of von Neumann algebras. Moreover known counterexamples show that in the decreasing case the strong martingale convergence theorem might not hold.File | Dimensione | Formato | |
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