Abstract

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,( X n )) with the following additional property: for each real number p⩾1 and each real random variable Z in L p , the conditional expectation E[ Z| X n ] converges in L p to the conditional expectation E[ Z| X].

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