The Radon-Nikodým property,<i>σ</i>-dentability and martingales in locally convex spaces
The Radon-Nikodým property,<i>σ</i>-dentability and martingales in locally convex spaces
In this paper we give relations between the Radon-Nikodym-Property (RNP), in sequentially complete locally convex spaces, mean convergence of martingales, and α-dentability.(RNP) is equivalent with the property that a certain class of martingales is mean convergent, while <7-dentability is equivalent with the property that the same class of martingales is …