{"entities":{"Q2722492":{"pageid":2733231,"ns":120,"title":"Item:Q2722492","lastrevid":47636683,"modified":"2026-01-02T06:57:24Z","type":"item","id":"Q2722492","labels":{"en":{"language":"en","value":"Convergence of submartingales to an increasing process under discretization of filtrations"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1617793"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2722492$BEBE1A09-BF9F-49F6-86A5-2F21B36A9C1D","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"dde8a202535acd7d6df7a935674ef9138e69b4f9","datavalue":{"value":"0984.60046","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2722492$2A64E13B-613C-4DE0-9E23-17CE4E20CFA4","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"fdb5a504359c0d924879fd97edc82d8bdc42beac","datavalue":{"value":{"time":"+2002-04-21T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2722492$C70B39A5-952F-4F66-9E88-35773BD4F95C","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"54006f64703308f565a048b96b7c6d14d8f5c177","datavalue":{"value":"60G44","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2722492$CA321CD1-0888-4072-AB22-7855FB096348","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"846badbb8697f1765da78fe3aa22b3e62edb7f0a","datavalue":{"value":"60F17","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2722492$7DBEE66F-49D4-4B8C-AFE1-2E88AA889102","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"062c73285cae58f00b153fa61c3f45b76fda7917","datavalue":{"value":"1617793","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2722492$BB43E9BD-BF02-4256-9849-31D1931B4420","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2678ee3d8ae381838af360f80dbb26de09edc043","datavalue":{"value":"convergence of processes in probability","type":"string"},"datatype":"string"},"type":"statement","id":"Q2722492$54EECFAE-A496-474B-A7B1-2072CB429DE0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c8f99dd97188105680d0ed57b914588ac7f1db99","datavalue":{"value":"discretization of filtration","type":"string"},"datatype":"string"},"type":"statement","id":"Q2722492$12990F1A-0D70-40D3-B961-6CEA706A57F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"dfbc04aabe0dc011e82b834c7729ba4bff7945a8","datavalue":{"value":"submartingale","type":"string"},"datatype":"string"},"type":"statement","id":"Q2722492$74B1611F-8A9B-4FB1-B638-5D8D96FAA3BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6dcbf4e9e056353aaebd7c50e3cd165fc358c954","datavalue":{"value":"increasing process","type":"string"},"datatype":"string"},"type":"statement","id":"Q2722492$F33DA7B3-E602-45F4-BFD7-0B3D64B857B8","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"b27cac5fa37fd1837e7a446f1ed119bccbeb8ab8","datavalue":{"value":{"entity-type":"item","numeric-id":1208944,"id":"Q1208944"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2722492$62841B7A-F12A-4014-9892-62FF8D991CDE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"db3d3d62572a63cd1186b5bdc50dc8a7ef38cda2","datavalue":{"value":{"entity-type":"item","numeric-id":925967,"id":"Q925967"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2722492$A293C463-D62B-470A-A2F2-A272D87D0EF4","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2722492$CD4D21CB-D942-4EC0-ADED-DAEDB1E05F85","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"004603f5b4f9c8b09231c4a7d6baf986ceb29963","datavalue":{"value":{"text":"Convergence of submartingales to an increasing process under discretization of filtrations","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2722492$358F2C6E-55D5-4702-9773-1C1005B25EC8","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"4004d7a5464e86863b5d70cbb5ff09c32fc5ec80","datavalue":{"value":"Let \\(Y=(Y_t\\), \\(t\\in [0,T])\\) be some right continuous and admitting left limits process, \\(Y^n\\) be its discretization under the sequence of refining partitions \\(\\pi_n\\) of \\([0,T]\\), \\(\\mathcal{F}_t=\\sigma(Y_s, s\\leq t)\\), \\(\\mathcal{F}_t^n=\\sigma(Y_s^n, s\\leq t)\\). The paper states the following result: let \\(X\\) be an \\(\\mathcal{F}\\)-adapted, continuous, increasing process, \\(X_0=0\\) and \\(X_T\\) be square-integrable. Denote \\(X^n= E[X_{.}\\mid \\mathcal{F}^n_{.}]\\). Then (a) \\(X^n\\) is a positive submartingale, with the canonical decomposition \\(X^n=M^n+A^n\\), where \\(M^n\\) is a square-integrable \\(\\mathcal{F}^n\\)-martingale of pure jumps, and \\(A^n\\) is a continuous increasing \\(\\mathcal{F}^n\\)-adapted process, such that \\(A^n_T\\) is square integrable. (b) The following convergences hold for the uniform topology in \\(\\mathbb{D}\\): \\(X^n \\rightarrow X, M^n \\rightarrow 0\\), \\(A^n \\rightarrow X\\). The tightness of the family \\(M^n\\) is proved by using Aldous criterion.NEWLINENEWLINEFor the entire collection see [Zbl 0958.00034].","type":"string"},"datatype":"string"},"type":"statement","id":"Q2722492$8DEB20C3-82D7-4E4D-98C1-EEDA27DD1D76","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"fe109cf65b5e526b78e778f4289ef05f064c0043","datavalue":{"value":{"entity-type":"item","numeric-id":590139,"id":"Q590139"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2722492$33D20EF7-4436-4310-B3F6-B866829784E4","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9be1181b768df3b1755eb6c1af05cdc540312963","datavalue":{"value":{"entity-type":"item","numeric-id":1805768,"id":"Q1805768"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ae861a3d09dfb60a5ea4cf095fc29783e98d15be","datavalue":{"value":{"amount":"+0.7684032320976257","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2722492$7287647A-2FE5-4D19-B8D6-38F1479DB545","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a8da7a500f1c916f7fb6b19eeb9b677ef9684e2a","datavalue":{"value":{"entity-type":"item","numeric-id":2277643,"id":"Q2277643"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e1d9147c250ad5005825aef67fec8acba1cd44b2","datavalue":{"value":{"amount":"+0.753178060054779","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2722492$2BF9D0E1-B9C4-43EC-9987-B9549B9EF488","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fc28779578df0e42f729c85dd87f7acc5d57c5ac","datavalue":{"value":{"entity-type":"item","numeric-id":4433509,"id":"Q4433509"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0a276c85a0732ffc8738a54cc7a1acd6f7ab5e8e","datavalue":{"value":{"amount":"+0.7375372052192688","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2722492$4658A603-D97A-4276-83D6-AA390009841D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"26520c0540e2e6d7cc8df9cbc3e939af44988a7f","datavalue":{"value":{"entity-type":"item","numeric-id":764412,"id":"Q764412"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2c1927ba8747f0c7f4b50ec60000019c8d01ae09","datavalue":{"value":{"amount":"+0.7302629947662354","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2722492$E2304929-9C1D-417D-BD05-005980CE53AF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"94d734c928ee01fd1f7498e1665a89fc3f1233fa","datavalue":{"value":{"entity-type":"item","numeric-id":2725614,"id":"Q2725614"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6b49ee8498be5c4fd4ac62d26113cfc4b25305a2","datavalue":{"value":{"amount":"+0.7249957919120789","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2722492$D8DE62E9-A698-4013-A5BC-E727F2379BDD","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2722492","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2722492"}}}}}