Convergence Theorems for Generalized Functional Sequences of Discrete-Time Normal Martingales

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...

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Main Authors: Caishi Wang, Jinshu Chen
Format: Article
Language:English
Published: Wiley 2015-01-01
Series:Journal of Function Spaces
Online Access:http://dx.doi.org/10.1155/2015/360679
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author Caishi Wang
Jinshu Chen
author_facet Caishi Wang
Jinshu Chen
author_sort Caishi Wang
collection DOAJ
description 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 strongly convergent. A type of generalized martingales associated with M is introduced and their convergence theorems are established. Some applications are also shown.
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institution Kabale University
issn 2314-8896
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language English
publishDate 2015-01-01
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series Journal of Function Spaces
spelling doaj-art-35aaf3b979b14182b2dbff92c367cbf02025-02-03T01:25:06ZengWileyJournal of Function Spaces2314-88962314-88882015-01-01201510.1155/2015/360679360679Convergence Theorems for Generalized Functional Sequences of Discrete-Time Normal MartingalesCaishi Wang0Jinshu Chen1School of Mathematics and Statistics, Northwest Normal University, Lanzhou, Gansu 730070, ChinaSchool of Mathematics and Statistics, Northwest Normal University, Lanzhou, Gansu 730070, ChinaThe 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 strongly convergent. A type of generalized martingales associated with M is introduced and their convergence theorems are established. Some applications are also shown.http://dx.doi.org/10.1155/2015/360679
spellingShingle Caishi Wang
Jinshu Chen
Convergence Theorems for Generalized Functional Sequences of Discrete-Time Normal Martingales
Journal of Function Spaces
title Convergence Theorems for Generalized Functional Sequences of Discrete-Time Normal Martingales
title_full Convergence Theorems for Generalized Functional Sequences of Discrete-Time Normal Martingales
title_fullStr Convergence Theorems for Generalized Functional Sequences of Discrete-Time Normal Martingales
title_full_unstemmed Convergence Theorems for Generalized Functional Sequences of Discrete-Time Normal Martingales
title_short Convergence Theorems for Generalized Functional Sequences of Discrete-Time Normal Martingales
title_sort convergence theorems for generalized functional sequences of discrete time normal martingales
url http://dx.doi.org/10.1155/2015/360679
work_keys_str_mv AT caishiwang convergencetheoremsforgeneralizedfunctionalsequencesofdiscretetimenormalmartingales
AT jinshuchen convergencetheoremsforgeneralizedfunctionalsequencesofdiscretetimenormalmartingales