Burkholder Theorem in Riesz spaces

Abstract

The main purpose of this paper is to give a vector lattice version of a Theorem by Burkholder about convergence of martingales. The proof is based on a vector lattice analogue of Austin's sample function theorem, proved recently by Grobler, Labuschagne and Marraffa and on a new characterization of elements of the sup-completion of a universally complete vector lattice which do not belong to the space.