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Continuous Expectation: Just as Expected!

โœ Scribed by PETRONELLA DE ROOS

Book ID
111755431
Publisher
John Wiley and Sons
Year
1983
Tongue
English
Weight
193 KB
Volume
5
Category
Article
ISSN
0141-982X

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A necessary and sufficient condition on a sequence n nโˆˆN of ฯƒ-subalgebras that assures L p -convergence of the conditional expectations is given. This result generalizes the L p -martingales, the Fetter and the Boylan (equiconvergence) theorems.