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...
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| Format: | Article |
| Language: | English |
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Universidad de Costa Rica
2009-02-01
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| 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. |
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| ISSN: | 2215-3373 |