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

DOI10.1155/2015/360679MaRDI QIDQ898211zbMATH OpenOpenAlexWikidataFDO

Authors Jinshu Chen, Caishi Wang

Publication date 8 December 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/1510.04639

zbMATH Keywords

discrete-time normal martingalesFock transformgeneralized functional sequencesstrong convergence

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Martingales with discrete parameter (60G42) Generalizations of martingales (60G48)

Abstract: 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 strong convergent. A type of generalized martingales associated with $M$ are introduced and their convergence theorems are established. Some applications are also shown.

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Cited in

(8)

• Clark-Ocone formula for generalized functionals of discrete-time normal noises
• Convergence theorems for operators sequences on functionals of discrete-time normal martingales
• A characterization of operators on functionals of discrete-time normal martingales
• Convolution of 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
• Generalized weighted number operators on functionals of discrete-time normal martingales
• Bochner integration of operator-valued functions in terms of discrete-time normal martingales

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