Acta mathematica scientia,Series A ›› 1997, Vol. 17 ›› Issue (2): 229-234.

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Measures and Martingales on Infinite State Spaces

Chen Zeqian   

  1. Department of Mathematics, Wuhan University, Wuhan 430072
  • Received:1996-03-20 Revised:1996-09-17 Online:1997-04-26 Published:1997-04-26

Abstract: The Radon-Nikodym theorem and Riesz representation theorem on infinite state spaces are built. Then we introduce the notion of measure-valued martingales. The measure-valued martingales are different from the usual vector-valued inartingales and can be applied to superprocesses.

Key words: Polish spaces, partial Radon-Nikodym derivatives, bimeasures, measure-valued martingales

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