\(L^p\)-continuity of conditional expectations (Q1269569): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| 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 | |||
Revision as of 01:29, 20 March 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
