Invariance Principles for Martingales and Sums of Indpendent Random Variables.
Walter Philipp, William Stout (1986)
Mathematische Zeitschrift
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Displaying similar documents to “On a Martingale Related to a Strictly Stationary Random Process in R1.”
Invariance Principles for Martingales and Sums of Indpendent Random Variables.
An alternative proof of the uniqueness of martingale-coboundary decomposition of strictly stationary processes
Takehiko Morita (2019)
Commentationes Mathematicae Universitatis Carolinae
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P. Samek and D. Volný, in the paper ``Uniqueness of a martingale-coboundary decomposition of a stationary processes" (1992), showed the uniqueness of martingale-coboundary decomposition of strictly stationary processes. The original proof is given by reducing the problem to the ergodic case. In this note we give another proof without such reduction.
Approximation of predictable characteristics of processes with filtrations
Leszek Slominski (1987)
Séminaire de probabilités de Strasbourg
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Jim Pitman (1981)
Séminaire de probabilités de Strasbourg
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The representation of Poisson functionals
Sheng-Wu He (1983)
Séminaire de probabilités de Strasbourg
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On processes with conditional independent increments and stable convergence in law
Jean Jacod (2002)
Séminaire de probabilités de Strasbourg
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On continuous conditional gaussian martingales and stable convergence in law
Jean Jacod (1997)
Séminaire de probabilités de Strasbourg
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A generalized fundamental identity
Küchler Ingeborg (1985)
Banach Center Publications
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Martingale Approach To Random Evolution
Dražen Pantić, Predrag Peruničić (1991)
Publications de l'Institut Mathématique
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A note on dilations and martingales.
Jones, Martin L. (1993)
International Journal of Mathematics and Mathematical Sciences
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On randomized stopping times.
Concepción Arenas Solá (1990)
Trabajos de Estadística
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In this note we give a proof of the fact that the extremal elements of the set of randomized stopping times are exactly the stopping times.