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dc.contributor.authorMontgomery-Smith, Stephen, 1963-eng
dc.descriptionThe final version of this paper appears in: "Electronic Journal of Probability" 3 (1998): Paper 15. Print.eng
dc.description.abstractLet (fn) be a mean zero vector valued martingale sequence. Then there exist vector valued functions (dn) from [0,1]n such that ∫01 dn(x1,...,xn) dxn = 0 for almost all x1,...,xn-1, and such that the law of (fn) is the same as the law of (∑k=1n dn(x1,...,xn)). Similar results for tangent sequences and sequences satisfying condition (C.I.) are presented. We also present a weaker version of a result of McConnell that provides a Skorohod like representation for vector valued martingales.eng
dc.relation.ispartofMathematics publications (MU)eng
dc.relation.ispartofcommunityUniversity of Missouri-Columbia. College of Arts and Sciences. Department of Mathematicseng
dc.subjectUMD spaceseng
dc.subjectSkorohod representationeng
dc.subjectLebesgue measureeng
dc.subject.lcshLebesgue integraleng
dc.titleConcrete representation of martingaleseng

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