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.
    • Correction
    • Source
    • Cite
    • Save
    • Machine Reading By IdeaReader
    17
    References
    0
    Citations
    NaN
    KQI
    []