Martingales and Theorems of Cantor--Young--Bernstein and de la Vall\'ee Poussin
Izvestiya of Saratov University. Mathematics. Mechanics. Informatics, Tome 14 (2014) no. 4, pp. 569-574.

Voir la notice de l'article provenant de la source Math-Net.Ru

Uniqueness problems for one-dimensional Haar series and for multiple ones have understood in numerous works. It is well-known that the subsequence of the partial sums $S_{2^k}$ of an arbitrary Haar series can be represented as a discrete-time martingale on some filtered probability space $(\Omega,\,\mathcal{F},\,(\mathcal{F}_k ),\, \mathbf{P})$. In paper the concept of a $\mathcal{U}$-set for martingales is presented and some uniqueness theorems for martingales on arbitrary compact filtered probability spaces are established. In particular, it is proved that every set $U \in \cup_{k=0}^\infty \mathcal{F}_k$ with $\mathbf{P} (U)=0$ is a $\mathcal{U}$-set for martingales on a compact space $(\Omega,\,\mathcal{F},\,(\mathcal{F}_k ),\, \mathbf{P})$ (Cantor–Young–Bernstein type theorem). The result above is supplemented by some de la Vallée Poussin type theorems.
@article{ISU_2014_14_4_a10,
     author = {M. G. Plotnikov and Ju. A. Plotnikova},
     title = {Martingales and {Theorems} of {Cantor--Young--Bernstein} and de la {Vall\'ee} {Poussin}},
     journal = {Izvestiya of Saratov University. Mathematics. Mechanics. Informatics},
     pages = {569--574},
     publisher = {mathdoc},
     volume = {14},
     number = {4},
     year = {2014},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ISU_2014_14_4_a10/}
}
TY  - JOUR
AU  - M. G. Plotnikov
AU  - Ju. A. Plotnikova
TI  - Martingales and Theorems of Cantor--Young--Bernstein and de la Vall\'ee Poussin
JO  - Izvestiya of Saratov University. Mathematics. Mechanics. Informatics
PY  - 2014
SP  - 569
EP  - 574
VL  - 14
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/ISU_2014_14_4_a10/
LA  - ru
ID  - ISU_2014_14_4_a10
ER  - 
%0 Journal Article
%A M. G. Plotnikov
%A Ju. A. Plotnikova
%T Martingales and Theorems of Cantor--Young--Bernstein and de la Vall\'ee Poussin
%J Izvestiya of Saratov University. Mathematics. Mechanics. Informatics
%D 2014
%P 569-574
%V 14
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/ISU_2014_14_4_a10/
%G ru
%F ISU_2014_14_4_a10
M. G. Plotnikov; Ju. A. Plotnikova. Martingales and Theorems of Cantor--Young--Bernstein and de la Vall\'ee Poussin. Izvestiya of Saratov University. Mathematics. Mechanics. Informatics, Tome 14 (2014) no. 4, pp. 569-574. http://geodesic.mathdoc.fr/item/ISU_2014_14_4_a10/

[1] Bary N. K., A treatise on trigonometric series, v. I, II, Pergamon Press, Oxford, 1964, 1061 pp. | MR | Zbl

[2] Kashin B. S., Saakyan A. A., Orthogonal series, Transl. Math. Monogr., 75, Amer. Math. Soc., Providence, RI, 1989, 451 pp. | MR | MR | Zbl | Zbl

[3] Golubov B. I., “Series with respect to the Haar system”, J. Soviet Math., 1:6 (1973), 704–726 | DOI | MR | MR | Zbl | Zbl

[4] Skvortsov V. A., “Uniqueness sets for multiple Haar series”, Math. Notes, 14:6 (1973), 1011–1016 | DOI

[5] Plotnikov M. G., “Uniqueness for multiple Haar series”, Sb. Math., 196:2 (2005), 243–261 | DOI | DOI | MR | Zbl

[6] Plotnikov M. G., “Violation of the uniqueness for two-dimensional uniqueness of double Haar series”, Moscow Univ. Math. Bull., 58:4 (2003), 16–19 | MR | Zbl

[7] Arutjunjan F. G., Talaljan A. A., “Uniqueness of series in Haar and Walsh systems”, Izv. Akad. Nauk SSSR. Ser. Mat., 28:6 (1964), 1391–1408 (in Russian) | MR | MR | Zbl

[8] Skvortsov V. A., Talaljan A. A., “Some uniqueness questions of multiple Haar and trigonometric series”, Math. Notes, 46:2 (1989), 646–653 | DOI | MR | Zbl

[9] Skvortsov V., “Henstock–Kurzweil type integrals in P-adic harmonic analysis”, Acta Math. Acad. Paedagog. Nyhazi. (N.S.), 20:2 (2004), 207–224 | MR | Zbl

[10] Plotnikov M. G., “Several properties of generalized multivariate integrals and theorems of the du Bois-Reymond type for Haar series”, Sb. Math., 198:7 (2007), 967–991 | DOI | DOI | MR | Zbl

[11] Gundy R. F., “Martingale theory and pointwise convergence of certain orthogonal series”, Trans. Amer. Math. Soc., 124:2 (1966), 228–248 | DOI | MR | Zbl

[12] Shiryaev A. N., Probability, 1nd ed., Springer, New York, 1995, 637 pp. | MR | MR | Zbl

[13] Skvortsov V. A., “Martingale closure theorem for $A$-integrable martingale sequences”, Real Anal. Exchange, 24:2 (1998–1999), 815–820 | MR

[14] Kostin V. V., “Right closure of martingale sequences in the sense of the $A$-integral”, Math. Notes, 68:1 (2000), 84–89 | DOI | DOI | MR | Zbl

[15] Shiryaev A. N., Essentials of Stochastic Finance, World Scientific Publ., Singapore, 852 | MR