Geodesic
An alternative proof of the uniqueness of martingale-coboundary decomposition of strictly stationary processes
Commentationes Mathematicae Universitatis Carolinae, Tome 60 (2019) no. 3, pp. 415-419.

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P. Samek and D. Volný, in the paper ``Uniqueness of a martingale-coboundary decomposition of a stationary processes" (1992), showed the uniqueness of martingale-coboundary decomposition of strictly stationary processes. The original proof is given by reducing the problem to the ergodic case. In this note we give another proof without such reduction.
DOI : 10.14712/1213-7243.2019.013
Classification : 28D05, 60G10, 60G42
Keywords: strictly stationary process; martingale-coboundary decomposition 
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Morita, Takehiko. An alternative proof of the uniqueness of martingale-coboundary decomposition of strictly stationary processes. Commentationes Mathematicae Universitatis Carolinae, Tome 60 (2019) no. 3, pp. 415-419. doi : 10.14712/1213-7243.2019.013. http://geodesic.mathdoc.fr/articles/10.14712/1213-7243.2019.013/

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