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math.PR2015
Convergence Theorems for Generalized Functional Sequences of Discrete-Time Normal Martingales
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 martin…
math.PR2015
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…