Characterization Theorems for Generalized Functionals of Discrete-Time Normal Martingale
We aim at characterizing generalized functionals of discrete-time normal martingales. Let M=(Mn)n∈N be a discrete-time normal martingale that has the chaotic representation property. We first construct testing and generalized functionals of M with an appropriate orthonormal basis for M’s square inte...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2015-01-01
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| Series: | Journal of Function Spaces |
| Online Access: | http://dx.doi.org/10.1155/2015/714745 |