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XI: 10, 109-119, LNM 581 (1977)
MEYER, Paul-André
Convergence faible de processus, d'après Mokobodzki (General theory of processes)
The following simple question of Benveniste was answered positively by Mokobodzki (Séminaire de Théorie du Potentiel, Lect. Notes in M. 563, 1976): given a sequence $(U^n)$ of optional processes such that $U^n_T$ converges weakly in $L^1$ for every stopping time $T$, does there exist an optional process $U$ such that $U^n_T$ converges to $U_T$? The proof is rather elaborate
Keywords: Weak convergence in $L^1$
Nature: Exposition
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