Bounded Plateau and Weierstrass Martingales with Infinite Variation in Each Direction
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چکیده
منابع مشابه
A Compactness Principle for Bounded Sequences of Martingales with Applications
For H1-bounded sequences of martingales, we introduce a technique, related to the Kadeč–Peà lczynski-decomposition for L1 sequences, that allows us to prove compactness theorems. Roughly speaking, a bounded sequence in H1 can be split into two sequences, one of which is weakly compact, the other forms the singular part. If the martingales are continuous then the singular part tends to zero in t...
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