Abstract
The aim of this work is to give a summary of some of the known properties of sets of measure-free martingales in vector lattices and Banach spaces. In particular, we consider the relationship between such sets of martingales and the ranges of the underlying filtration of conditional expectation operators.
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Cullender, S., Kuo, WC., Labuschagne, C., Watson, B. (2006). Measure-Free Martingales with Application to Classical Martingales. In: Lawry, J., et al. Soft Methods for Integrated Uncertainty Modelling. Advances in Soft Computing, vol 37. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-34777-1_16
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DOI: https://doi.org/10.1007/3-540-34777-1_16
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