Reconstruction of martingales and applications to multiple Haar series

2018 ◽  
Vol 55 (4) ◽  
pp. 542-558
Author(s):  
Mamikon Ginovyan ◽  
Karen Keryan
Keyword(s):  

Reconstruction theorems for martingales with respect to regular filtration are proved provided that the majorant of the martingale satisfies some specified condition. The ob-tained results are applied to obtain formulas for restoration of coeffcients for multiple Haar series.

2021 ◽  
Vol 6 (3) ◽  
Author(s):  
N. T. Tleukhanova ◽  
E. D. Nursultanov ◽  
A. N. Bashirova
Keyword(s):  

2005 ◽  
Vol 196 (2) ◽  
pp. 243-261 ◽  
Author(s):  
M G Plotnikov
Keyword(s):  

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