论文标题
原子$(F_4)$过滤的具体表示
Concrete representation of atomic $(F_4)$ filtrations
论文作者
论文摘要
我们证明,对于任何满足$(f_4)$条件的双饰式原子过滤而言,有一个具有相同联合分布的Martingale,但就规范$(F_4)$过滤而言。即使在一个参数情况下,我们的结果也是由于蒙哥马利 - 史密斯而改善了定理,因为该构造给出了过滤的形态,并且不依赖于潜在的序列。
We prove that for any martingale with respect to a biparameter atomic filtration satisfying $(F_4)$ condition there is a martingale having the same joint distribution but with respect to the canonical $(F_4)$ filtration. Even in one parameter case our result is an improvement of the theorem due to Montgomery-Smith, since the construction gives a morphism of filtrations and does not depend on underlying sequence.