Concrete representation of martingales

Electronic Journal of Probability

Volumn 3, Issue , 1998, Pages

  Montgomery Smith, Stephen ^a  

^a UNIVERSITY OF MISSOURI   (United States)

Author keywords

Concrete representation; Condition (C.I.); Martingale; Skorohod representation; Tangent sequence; UMD

Indexed keywords

EID: 3042714761     PISSN: 10836489     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (6)

1. [A] D.J. Aldous, Unconditional bases and martingales in Lp(F), Math. Proc. Cambridge Philos. Soc. 85, (1979), 117-123.
2. [Bu] D.L. Burkholder, A geometrical characterization of Banach spaces in which martingale difference sequences are unconditional, Ann. Probab. 9, (1981), 997-1011.
3. [DM] C. Dellacherie and P.-A. Meyer, Probabilities and Potential, North-Holland Mathematics Studies 29, North-Holland, Amsterdam-New York-Oxford, 1978.
4. S. Kwapień and W.A. Woyczyński, Tangent sequences of random variables, in Almost Everywhere Convergence, G.A. Edgar and L. Sucheston, Eds., Academic Press, 1989, pp. 237-265.
5. [M1] T.R. McConnell, A Skorohod-like representation in infinite dimensions, Probability in Banach spaces, V (Medford, Mass., 1984), 359-368, Lecture Notes in Math., 1153, Springer, Berlin-New York, 1985.
6. [M2] T.R.McConnell, Decoupling and stochastic integration in UMD Banach spaces, Probab. Math. Statist. 10, (1989), 283-295.