Casi-ortogonalidad y proximidad en L2 de martingalas pii en casi intervalos
It was introduced in [2] the notion of prOcess with independent increments in near-intervals (PII), establishing the existence of a decomposition into components with certain regularity properties. In this work we deepen the study of such descomposition for a PII martingale, the components being one...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | Spanish |
| Published: |
Universidad de Costa Rica
2009-02-01
|
| Series: | Revista de Matemática: Teoría y Aplicaciones |
| Online Access: | https://revistas.ucr.ac.cr/index.php/matematica/article/view/166 |
| Summary: | It was introduced in [2] the notion of prOcess with independent increments in near-intervals (PII), establishing the existence of a decomposition into components with certain regularity properties. In this work we deepen the study of such descomposition for a PII martingale, the components being one- parameter martingles with almost orthogonality and L2-proximity properties.
Keywords: PII process, L2-regular martingales, totally discontinuous matingales, almost orthogonalit, L2-proximity. |
|---|---|
| ISSN: | 2215-3373 |