加载中…
We show that a discrete time martingale with respect to a filtration with atomless innovations is the (infinite) sum of martingales with independent increments. For the continuous time filtration coming from Brownian Motion filtration, we show that every martingale is the sum of a series of Gaussian martingales.

生成讲解博客的中文版本

生成AI智能校验的中文版本