Convergence Theorems for Generalized Functional Sequences of Discrete-Time Normal Martingales
Convergence Theorems for Generalized Functional Sequences of Discrete-Time Normal Martingales
复制标题
离散时间正态鞅广义泛函序列的收敛定理
DOI:
10.1155/2015/360679
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发表时间:
2015-10
影响因子:
1.9
通讯作者:
Jinshu Chen
中科院分区:
文献类型:
--
作者:
Caishi Wang;Jinshu Chen
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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1996
期刊:
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影响因子:
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