Filtrations for which all H^2 martingales are of integrable variation; distances between -algebras

DOI10.1007/S10959-007-0131-9zbMATH Open1215.60033OpenAlexW1970916050MaRDI QIDQ2481399FDOQ2481399

Authors: Michał Morayne, Krzysztof Tabisz 

Publication date: 9 April 2008

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-007-0131-9

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zbMATH Keywords

metricfiltrationsigma-algebraintegrable variation

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

Cites Work

• Uniform inequalities for conditional expectations
• Equiconvergence of Martingales
• An inequality for the Hausdorff-metric of \(\sigma\)-fields
• The Hausdorff metric of \(\sigma\)-fields and the value of information
• A note on the strong convergence of \(\sigma\)-algebras
• Note on the Tightness of the Metric on the Set of Complete Sub $\sigma$-Algebras of a Probability Space
• A metric space associated with a probability space

Cited In (2)

• Metrics on the set of semimartingale filtrations
• Title not available (Why is that?)

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