{
  "id": "2406.18716",
  "version": "v1",
  "published": "2024-06-26T19:35:48.000Z",
  "updated": "2024-06-26T19:35:48.000Z",
  "title": "Martingales with Independent Increments",
  "authors": [
    "Freddy Delbaen"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "We show that a discrete time martingale with respect to a filtration with atomless innovations is the (infinite) sum of martingales with independent increments.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2024-06-26T19:35:48.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G42"
    ],
    "keywords": [
      "independent increments",
      "discrete time martingale",
      "filtration"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}