Martingale on White Noise Space
碩士 === 國立高雄大學 === 應用數學系碩士班 === 96 === The main goal of this paper is to construct martingales on white noise space. It is shown that, if $a,\,b\in\mathbb{C}$ such that $a^2+b^2=0$, then $g_{ab}(\varphi\circ\theta_{t})(x)$ is a martingale with respect to the filtration $\calF_{t}$, where $\calF_{t}$...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/01239176114286691022 |