Casi-ortogonalidad y proximidad en L2 de martingalas pii en casi intervalos

It was introduced in [2] the notion of prOcess with independent increments in near-intervals (PII), establishing the existence of a decomposition into components with certain regularity properties. In this work we deepen the study of such descomposition for a PII martingale, the components being one...

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Autor Principal: Lobo Segura, Jaime
Formato: Artículo
Idioma: Español
Publicado: 2015
Acceso en línea: http://revistas.ucr.ac.cr/index.php/matematica/article/view/166
http://hdl.handle.net/10669/12802
Sumario: It was introduced in [2] the notion of prOcess with independent increments in near-intervals (PII), establishing the existence of a decomposition into components with certain regularity properties. In this work we deepen the study of such descomposition for a PII martingale, the components being one- parameter martingles with almost orthogonality and L2-proximity properties.Keywords: PII process, L2-regular martingales, totally discontinuous matingales, almost orthogonalit, L2-proximity.