Reconstruction of martingales and applications to multiple Haar series
2018 ◽
Vol 55
(4)
◽
pp. 542-558
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.
Keyword(s):
1975 ◽
Vol 50
(1)
◽
pp. 198-198
Keyword(s):
2011 ◽
Vol 46
(6)
◽
pp. 299-304
2005 ◽
Vol 196
(2)
◽
pp. 243-261
◽
Keyword(s):
Keyword(s):
1971 ◽
Vol 38
(2)
◽
pp. 221-227
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