Convolution of functionals of discrete-time normal martingales

DOI10.1017/S0004972711003091MaRDI QIDQ3167462zbMATH OpenFDO

Authors Qi Han, Yulan Zhou, Caishi Wang

Publication date 2 November 2012

Published in Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0004972711003091

zbMATH Keywords

functionalconvolutionnormal martingale

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) White noise theory (60H40)

Recommendations

• The Bochner-convolution integral for generalized functional-valued functions of discrete-time normal martingales
• Characterization theorems for generalized functionals of discrete-time normal martingale
• A characterization of operators on functionals of discrete-time normal martingales
• Convergence theorems for operators sequences on functionals of discrete-time normal martingales
• Convergence theorems for generalized functional sequences of discrete-time normal martingales

Cites work

• An alternative approach to Privault's discrete-time chaotic calculus
• Discrete-time quantum Bernoulli noises
• Stochastic analysis of Bernoulli processes
• The weak stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6

Cited in

(9)

• The quantum Bernoulli noise indexed by
• Generalized weighted number operators on functionals of discrete-time normal martingales
• Characterization theorems for generalized functionals of discrete-time normal martingale
• 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
• Convergence theorems for generalized functional sequences of discrete-time normal martingales
• Bochner integration of operator-valued functions in terms of discrete-time normal martingales
• Probability distribution of the stochastic convolution functional of a normal Markov process
• Convergence theorems for operators sequences on functionals of discrete-time normal martingales

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