Convergence of Radon-Nikodym derivatives and martingales given sigma lattices
Convergence of Radon-Nikodym derivatives and martingales given sigma lattices
IntroductionFor background, including examples and applications, on measure and integration with respect to a sigma lattice, we refer the reader to the basi reference [2].Applications of sigma lattices to operator theory can be found in [1].The Lebesgue decomposition theorem for lattices appears in [7], and the bridge between the finitely …