\(L^p\)-continuity of conditional expectations (Q1269569): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(5 intermediate revisions by 4 users not shown) | |||
Property / reviewed by | |||
Property / reviewed by: Ferenc Weisz / rank | |||
Property / reviewed by | |||
Property / reviewed by: Ferenc Weisz / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1006/jmaa.1998.5818 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2001137574 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A counterexample on the continuity of conditional expectations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Equiconvergence of Martingales / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: \(L^p\)-continuity of conditional expectations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On the continuity of conditional expectations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5509984 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 17:06, 28 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | \(L^p\)-continuity of conditional expectations |
scientific article |
Statements
\(L^p\)-continuity of conditional expectations (English)
0 references
2 August 1999
0 references
A necessary and sufficient condition on a sequence \(({\mathcal A}_n)_{n\in\mathbb{N}}\) of \(\sigma\)-subalgebras is given such that the conditional expectations \(E(f\mid {\mathcal A}_n)\) converge in \(L^p\)-norm \((1\leq p<\infty)\). This result generalizes the convergence theorem of the \(L^p\)-martingales, the Fetter and Boylan equi-convergence theorems. Some examples and counterexamples are also given.
0 references
convergence of conditional expectations
0 references
martingales
0 references