CONVOLUTION OF FUNCTIONALS OF DISCRETE-TIME NORMAL MARTINGALES

DOI10.1017/S0004972711003091zbMath1267.60079MaRDI QIDQ3167462

Yulan Zhou, Qi Han, Cai-shi Wang

Publication date: 2 November 2012

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

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)

Related Items (1)

Characterization theorems for generalized functionals of discrete-time normal martingale

Cites Work

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

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