Stable Subspaces and a Decomposition Theorem for Martingales

DOI10.1137/1125046MaRDI QIDQ3906201zbMATH OpenOpenAlexFDO

Authors L. Galtchouk

Publication date 1980

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1125046

zbMATH Keywords

local martingalesdecomposition of martingales

Mathematics Subject Classification ID

(H^p)-spaces (42B30) Martingales with continuous parameter (60G44)

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