摘要
本文运用 Kronecker引理的推广形式对取值于 Banach空间 B上的 B值 L’极限鞅X=(Xn,Fn)n≥0,关于实值可预报序列 V=(Vn,Fn)n≥1的鞅变换Y=Fn)n≥1的L'收敛性进行讨论,获得一些有益的结论.
In this paper, we give an extension of Kronecker Lemma in Banach spaced B, and there by discuss the Lp convergence of the martingale transform Y = Fn)n≥1,here X= (Xn,Fn)n≥0, is a B- valued L' limit martingale and V = (Vn,Fn)n≥1 is a real-valued predictable sequence.