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

DOI10.1155/2015/360679zbMath1329.60080arXiv1510.04639OpenAlexW2963481848WikidataQ59112800 ScholiaQ59112800MaRDI QIDQ898211

Jinshu Chen, Cai-shi Wang

Publication date: 8 December 2015

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

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

zbMATH Keywords

strong convergencediscrete-time normal martingalesFock transformgeneralized functional sequences

Mathematics Subject Classification ID

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

Related Items (4)

Generalized weighted number operators on functionals of discrete-time normal martingales ⋮ Unnamed Item ⋮ Clark-Ocone formula for generalized functionals of discrete-time normal noises ⋮ The Bochner-convolution integral for generalized functional-valued functions of discrete-time normal martingales

Cites Work

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