Convergence theorems for generalized functional sequences of discrete-time normal martingales (Q898211)

Summary: The Fock transform recently introduced by the authors in a previous paper is applied to investigate convergence of generalized functional sequences of a discrete-time normal martingale \(M\). A necessary and sufficient condition in terms of the Fock transform is obtained for such a sequence to be strongly convergent. A type of generalized martingales associated with \(M\) is introduced and their convergence theorems are established. Some applications are also shown.