تقرير
Martingale Transformations of Brownian Motion with Application to Functional Equations
| العنوان: | Martingale Transformations of Brownian Motion with Application to Functional Equations |
|---|---|
| المؤلفون: | Mania, M., Tevzadze, R. |
| سنة النشر: | 2021 |
| المجموعة: | Mathematics |
| مصطلحات موضوعية: | Mathematics - Probability, 60G44, 60J65, 97I70 |
| الوصف: | We describe the classes of functions $f=(f(x), x\in R)$, for which processes $f(W_t)-Ef(W_t)$ and $f(W_t)/Ef(W_t)$ are martingales. We apply these results to give a martingale characterization of general solutions of the quadratic and the D'Alembert functional equations. We study also the time-dependent martingale transformations of a Brownian Motion. Comment: 24 pages |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2108.06694 |
| رقم الأكسشن: | edsarx.2108.06694 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |