21 citations · 24 across the 5 of their papers we have counts for
4 papers · 1 filter
Generalized weighted number operators on functionals of discrete-time normal martingales
Jing Zhang, Caishi Wang, Lixia Zhang +1
Let be a discrete-time normal martingale that has the chaotic representation property. Then, from the space of square integrable functionals of , one can construct generaliz…
Clark-Ocone Formula for Generalized Functionals of Discrete-Time Normal Noises
Caishi Wang, Shuai Lin, Ailing Huang
The Clark-Ocone formula in the theory of discrete-time chaotic calculus holds only for square integrable functionals of discrete-time normal noises. In this paper, we aim at extend…
Dirichlet Forms Constructed from Annihilation Operators on Bernoulli Functionals
Caishi Wang, Beiping Wang
The annihilation operators on Bernoulli functionals (Bernoulli annihilators, for short) and their adjoint operators satisfy a canonical anti-commutation relation (CAR) in equal-tim…
Characterization Theorems for Generalized Functionals of Discrete-Time Normal Martingale
Caishi Wang, Jinshu Chen
In this paper, we aim at characterizing generalized functionals of discrete-time normal martingales. Let be a discrete-time normal martingale that has t…