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

DOI10.1155/2015/360679zbMATH Open1329.60080arXiv1510.04639OpenAlexW2963481848WikidataQ59112800 ScholiaQ59112800MaRDI QIDQ898211FDOQ898211

Authors: Jinshu Chen, Caishi Wang 

Publication date: 8 December 2015

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

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.

Full work available at URL: https://arxiv.org/abs/1510.04639

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zbMATH Keywords

strong convergencediscrete-time normal martingalesFock transformgeneralized functional sequences

Mathematics Subject Classification ID

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

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Cited In (4)

• Clark-Ocone formula for generalized functionals of discrete-time normal noises
• Title not available (Why is that?)
• 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

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