On the behavior of the conditional expectations in skorohod representation theorem

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].

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Year of publication:	2004
Authors:	Crimaldi, Irene
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 67.2004, 2, p. 141-148
Publisher:	Elsevier
Keywords:	Weak convergence Conditional expectation Skorohod representation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319697