Concrete representation of atomic $(F_4)$ filtrations
2020
We prove that for any sequence of functions adapted to a biparameter atomic filtration satisfying $(F_4)$ condition there is a sequence having the same joint distribution but adapted 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.
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