On the behavior of the conditional expectations in skorohod representation theorem

Irene Crimaldi

Statistics & Probability Letters, 2004, vol. 67, issue 2, 141-148

Abstract: In this paper we deal with the Skorohod representation of a given system of probability measures. More precisely, we give conditions for the existence of a Skorohod representation (X,(Xn)) with the following additional property: for each real number p[greater-or-equal, slanted]1 and each real random variable Z in , the conditional expectation E[ZXn] converges in Lp to the conditional expectation E[ZX].

Keywords: Weak; convergence; Conditional; expectation; Skorohod; representation (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (1)

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