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

DOI10.1007/S10959-007-0131-9MaRDI QIDQ2481399zbMATHOpenAlexFDO

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

zbMATH Keywords

metricfiltrationsigma-algebraintegrable variation

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

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Cites work

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

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(2)

• scientific article; zbMATH DE number 679780 (Why is no real title available?)
• Metrics on the set of semimartingale filtrations

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