On modification theorems
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- by Murali Rao PDF
- Trans. Amer. Math. Soc. 167 (1972), 443-450 Request permission
Abstract:
Given a right continuous family ${F_t}$ of complete $\sigma$-fields and a bounded right continuous family ${X_t}$ of random variables, we show in this paper that it is possible to modify the conditional expectations $E({X_t}|{F_t})$ to be right continuous. When ${X_t} = X$, this reduces to a result of J. L. Doob.References
- Paul-A. Meyer, Probability and potentials, Blaisdell Publishing Co. [Ginn and Co.], Waltham, Mass.-Toronto, Ont.-London, 1966. MR 0205288
- S. D. Chatterji, Martingale convergence and the Radon-Nikodym theorem in Banach spaces, Math. Scand. 22 (1968), 21–41. MR 246341, DOI 10.7146/math.scand.a-10868
Additional Information
- © Copyright 1972 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 167 (1972), 443-450
- MSC: Primary 60G45
- DOI: https://doi.org/10.1090/S0002-9947-1972-0362478-9
- MathSciNet review: 0362478