\(L^p\)-continuity of conditional expectations (Q1269569): Difference between revisions
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Property / cites work: A counterexample on the continuity of conditional expectations / rank | |||
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Property / cites work: Equiconvergence of Martingales / rank | |||
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Property / cites work: \(L^p\)-continuity of conditional expectations / rank | |||
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Property / cites work: On the continuity of conditional expectations / rank | |||
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Latest revision as of 17:06, 28 May 2024
scientific article
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English | \(L^p\)-continuity of conditional expectations |
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\(L^p\)-continuity of conditional expectations (English)
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2 August 1999
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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.
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convergence of conditional expectations
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martingales
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