Concrete representation of martingales
| dc.creator | Montgomery-Smith, Stephen J. | |
| dc.date | 1998-06-05 | |
| dc.date | 1999-12-03 | |
| dc.date.accessioned | 2026-07-07T05:24:56Z | |
| dc.date.available | 2026-07-07T05:24:56Z | |
| dc.description | Let (f_n) be a mean zero vector valued martingale sequence. Then there exist vector valued functions (d_n) from [0,1]^n such that int_0^1 d_n(x_1,...,x_n) dx_n = 0 for almost all x_1,...,x_{n-1}, and such that the law of (f_n) is the same as the law of (sum_{k=1}^n d_k(x_1,...,x_k)) . Similar results for tangent sequences and sequences satisfying condition (C.I.) are presented. We also present a weaker version of a result of McConnell that provides a Skorohod like representation for vector valued martingales. This paper may be found at http://math.missouri.edu/~stephen/preprints | |
| dc.description | Also available at http://math.missouri.edu/~stephen/preprints | |
| dc.identifier | https://arxiv.org/abs/math/9806022 | |
| dc.identifier | http://arxiv.org/abs/math/9806022 | |
| dc.identifier | Electronic J. Probability, 3, (1998), Paper 15 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/77000 | |
| dc.subject | Probability | |
| dc.subject | 60G42 60H05 | |
| dc.title | Concrete representation of martingales | |
| dc.type | text |