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We extend Troitsky's ideas on measure-free martingales on Banach lattices to martingales of operators acting between a Banach lattice and a Banach space. We prove that each norm bounded martingale of cone absolutely summing (c.a.s.) operators (also known as 1-concave operators), from a Banach lattice E to a Banach space Y, can be generated by a single c.a.s. operator. As a consequence, we obtain a characterization of Banach spaces with the Radon Nikodym property in terms of convergence of norm bounded martingales defined on the Chaney-Schaefer ∫-tensor product E)⊗iy. This extends a classical martingale characterization of the Radon Nikodym property, formulated in the Lebesgue-Bochner spaces L P (μ, Y) (1 < p < ∞).

Convergent martingales of operators and the Radon Nikodým property in Banach spaces