In this paper we deal with the Skorohod representation of a given system of probability measures. More precisely, we give conditions for the existence of a Skorohod representation (X,(X_n)) with the following additional property: for each real number p⩾1 and each real random variable Z in L^p, the conditional expectation E[Z|X_n] converges in L^p to the conditional expectation E[Z|X]
On the behavior of the conditional expectations in Skorohod representation theorem / Crimaldi, I. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - 67:2(2004), pp. 141-148. [10.1016/j.spl.2003.12.007]
On the behavior of the conditional expectations in Skorohod representation theorem
Crimaldi I
2004
Abstract
In this paper we deal with the Skorohod representation of a given system of probability measures. More precisely, we give conditions for the existence of a Skorohod representation (X,(X_n)) with the following additional property: for each real number p⩾1 and each real random variable Z in L^p, the conditional expectation E[Z|X_n] converges in L^p to the conditional expectation E[Z|X]File in questo prodotto:
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