Keywords
L2-regular martingales
totally discontinuous matingales
almost orthogonalit
L2-proximity
Proceso PII
martingalas L2-regulares
martingalas totalmente discontinuas
casi-ortogonalidad
proximidad en L2
How to Cite
Abstract
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.
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References
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