PreprintCC BY 4.0arXiv
An equivalence principle for martingales
Abstract
We show that any discrete-time filtration can be embedded into a dyadic filtration, realized via a non-classical measure-preserving map. This embedding makes it possible to reduce certain problems involving vector-valued martingales to the case of Haar martingales. Some applications of this result will also be discussed.
Versions
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BibTeX
@misc{karagulyan2026equivalence,
title = {{An equivalence principle for martingales}},
author = {Grigori A. Karagulyan and Linda A. Khachatryan and Khazhakanush V. Navoyan},
howpublished = {arXiv},
year = {2026},
month = nov,
doi = {10.48550/arxiv.2611.06426},
eprint = {2611.06426},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2611.06426},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - An equivalence principle for martingales
AU - Grigori A. Karagulyan
AU - Linda A. Khachatryan
AU - Khazhakanush V. Navoyan
PY - 2026
DA - 2026/11/04
PB - arXiv
DO - 10.48550/arxiv.2611.06426
UR - https://arxiv.org/abs/2611.06426
AB - We show that any discrete-time filtration can be embedded into a dyadic filtration, realized via a non-classical measure-preserving map. This embedding makes it possible to reduce certain problems involving vector-valued martingales to the case of Haar martingales. Some applications of this result will also be discussed.
ER -