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Martingale transformations of Brownian motion with application to functional equations
Stochastics ( IF 0.8 ) Pub Date : 2022-06-10 , DOI: 10.1080/17442508.2022.2084341 Michael Mania 1 , Revaz Tevzadze 2
中文翻译:
布朗运动的 Martingale 变换及其在函数方程中的应用
更新日期:2022-06-10
Stochastics ( IF 0.8 ) Pub Date : 2022-06-10 , DOI: 10.1080/17442508.2022.2084341 Michael Mania 1 , Revaz Tevzadze 2
Affiliation
We describe the classes of functions , for which processes and are martingales. We apply these results to give a martingale characterization of general solutions of the quadratic and D'Alembert functional equations. We study also the time-dependent martingale transformations of a Brownian motion.
中文翻译:
布朗运动的 Martingale 变换及其在函数方程中的应用
我们描述函数的类, 对于哪些进程和是鞅。我们应用这些结果来给出二次函数方程和达朗贝尔函数方程的通解的鞅特征。我们还研究了布朗运动的随时间变化的鞅变换。