Concrete representation of martingales

Electronic Journal of Probability

Volumn 3, Issue , 1998, Pages 1-15

  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: 85037914324     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v3-37     Document Type: Article

References (6)

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3. C. Dellacherie and P.-A. Meyer, Probabilities and Potential, North-Holland Mathematics Studies 29, North-Holland, Amsterdam-New York-Oxford, 1978.
4. S. Kwapien and W.A. Woyczynski, Tangent sequences of random variables, in Almost Everywhere Convergence, G.A. Edgar and L. Sucheston, Eds., Academic Press, 1989, pp. 237-265.
5. 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. T.R. McConnell, Decoupling and stochastic integration in UMD Banach spaces, Probab. Math. Statist. 10, (1989), 283-295.