Modulus of continuity for a martingale sequence

MaRDI QIDQ5034501zbMATH OpenFDO

Authors A. F. Miftakhov

Publication date 18 February 2022

Full work available at URL https://arxiv.org/abs/2012.04962, http://rivista.math.unipr.it/vols/2021-12-2/08-miftakhov.html

zbMATH Keywords

martingalessubadditivityHölder property

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Martingales with discrete parameter (60G42) Sample path properties (60G17)

Abstract: Given a martingale sequence of random fields that satisfies a natural assumption of boundedness, it is shown that the pointwise limit of this sequence can be modified in such a way that a certain class of moduli of continuity is preserved. That is, if every element of the sequence admits a given modulus of continuity, one can construct a modification of the limiting random field so that this new field also admits the same modulus of continuity. Additionally, it is shown that requiring further smoothness and a stronger notion of boundedness for the original sequence guarantees further smoothness of the limiting field and a stronger mode of convergence to this limit. Moreover, the modulus of continuity is also preserved for the derivatives.

Recommendations

• Uniform modulus of continuity of random fields
• Publication:3482637
• Sample properties of random fields. II: Continuity
• scientific article; zbMATH DE number 2118851
• scientific article; zbMATH DE number 2187770

This page was built for publication: Modulus of continuity for a martingale sequence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5034501)