On the convergence of a bounded amart and a conjecture of Chatterji

Through the decomposition theorem of Lebesgue and Darst it is possible to define a generalized Radon-Nikodym derivative of a bounded additive set function with respect to a bounded countably additive set function. For a bounded amart the derivatives of the components are shown to converge almost everywhere. This result, together with a characterization of amarts, yields a theorem stated by Chatterji whose proof is incorrect.

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Year of publication:	1981
Authors:	Schmidt, Klaus D.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 11.1981, 1, p. 58-68
Publisher:	Elsevier
Keywords:	Martingale amart potential set function process stopping times Riesz decomposition

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199634