Convergence of Banach lattice valued stochastic processes
without the Radon-Nikodym property
V. Marraffa
Abstract.
We obtain almost sure convergence theorems for stochastic
processes consisting of Bochner
integrable functions taking values in a Banach lattice without assuming the Radon-Nikodym
property. It is shown that if the limit exists in a~weak sense then the almost sure
convergence follows.
Keywords:
Random variable, stopping time, subpramart, scalar
convergence.