Characterization theorems for generalized functionals of discrete-time normal martingale

DOI10.1155/2015/714745MaRDI QIDQ492581zbMATH OpenOpenAlexWikidataFDO

Authors Jinshu Chen, Caishi Wang

Publication date 20 August 2015

Published in Journal of Function Spaces (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://arxiv.org/abs/1504.05001

zbMATH Keywords

growth conditiondiscrete-time normal martingalesFock transformgeneralized functionals

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42)

Abstract: In this paper, we aim at characterizing generalized functionals of discrete-time normal martingales. Let $M=(M_n{)}_{ninmathbbN}$ be a discrete-time normal martingale that has the chaotic representation property. We first construct testing and generalized functionals of $M$ with an appropriate orthonormal basis for $M$'s square integrable functionals. Then we introduce a transform, called the Fock transform, for these functionals and characterize them via the transform. Several characterization theorems are established. Finally we give some applications of these characterization theorems. Our results show that generalized functionals of discrete-time normal martingales can be characterized only by growth condition, which contrasts sharply with the case of some continuous-time processes (e.g., Brownian motion), where both growth condition and analyticity condition are needed to characterize generalized functionals of those continuous-time processes.

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Cited in

(13)

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• Quantum integral equations of Volterra type in terms of discrete-time normal martingale
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• Generalized weighted number operators on functionals of discrete-time normal martingales
• The Bochner-convolution integral for generalized functional-valued functions of discrete-time normal martingales
• A characterization of operators on functionals of discrete-time normal martingales
• Spectral integrals of Bernoulli generalized functionals
• Convergence theorems for generalized functional sequences of discrete-time normal martingales
• scientific article; zbMATH DE number 1619453 (Why is no real title available?)
• Bochner integration of operator-valued functions in terms of discrete-time normal martingales
• Convergence theorems for operators sequences on functionals of discrete-time normal martingales
• Quantum stochastic cable equation acting on functionals of discrete-time normal martingales

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