Casi-ortogonalidad y proximidad en L2 de martingalas PII en casi intervalos

 

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Библиографические подробности
Автор: Lobo Segura, Jaime
Формат: artículo original
Статус:Versión publicada
Дата публикации:1999
Описание: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..
Страна:Portal de Revistas UCR
Институт:Universidad de Costa Rica
Repositorio:Portal de Revistas UCR
Язык:Español
OAI Identifier:oai:archivo.portal.ucr.ac.cr:article/166
Online-ссылка:https://archivo.revistas.ucr.ac.cr/index.php/matematica/article/view/166
Ключевое слово:PII process
L2-regular martingales
totally discontinuous matingales
almost orthogonalit
L2-proximity
Proceso PII
martingalas L2-regulares
martingalas totalmente discontinuas
casi-ortogonalidad
proximidad en L2