陈金淑, 唐玉玲. 离散时间正规鞅算子值函数的Bochner积分[J]. 应用概率统计, 2023, 39(3): 436-448. DOI: 10.3969/j.issn.1001-4268.2023.03.008
引用本文: 陈金淑, 唐玉玲. 离散时间正规鞅算子值函数的Bochner积分[J]. 应用概率统计, 2023, 39(3): 436-448. DOI: 10.3969/j.issn.1001-4268.2023.03.008
CHEN Jinshu, TANG Yuling. Bochner Integration of Operator-Valued Functions in Terms of Discrete-Time Normal Martingales[J]. Chinese Journal of Applied Probability and Statistics, 2023, 39(3): 436-448. DOI: 10.3969/j.issn.1001-4268.2023.03.008
Citation: CHEN Jinshu, TANG Yuling. Bochner Integration of Operator-Valued Functions in Terms of Discrete-Time Normal Martingales[J]. Chinese Journal of Applied Probability and Statistics, 2023, 39(3): 436-448. DOI: 10.3969/j.issn.1001-4268.2023.03.008

离散时间正规鞅算子值函数的Bochner积分

Bochner Integration of Operator-Valued Functions in Terms of Discrete-Time Normal Martingales

  • 摘要: 设M是一个具有混沌表示性质的离散时间正规鞅,\mathscrS(M)\subset L^2(M)\subset\mathscrS^*(M)是基于M泛函的Gel'fand三元组. 从\mathscrS(M)到\mathscrS^*(M)的连续线性算子可称为M泛函上的广义算子, 以\mathscrL表示此类算子的全体.本文的主要目的在于建立\mathscrL值函数关于\mathscrL值测度的积分运算. 为此, 本文首先讨论\mathscrL值测度的基本性质,在此基础上定义了\mathscrL值函数关于\mathscrL值测度在卷积意义下的Bochner积分, 并建立了相应的控制收敛定理和卷积意义下的Fubini定理.

     

    Abstract: Let M be a discrete-time normal martingale satisfying some mild conditions, \mathscrS(M)\subset L^2(M)\subset \mathscrS^*(M) be the Gel'fand triple constructed from the functionals of M. \mathscrL denote the space of continuous linear operators from the testing functional space \mathscrS(M) to the generalized functional space \mathscrS^*(M). As is known, the usual product in \mathscrL may not make sense. However, by using the 2D-Fock transform, one can introduce convolution in \mathscrL, then one can try to introduce a Bochner-style integral for \mathscrL-valued functions with respect to \mathscrL-valued measures in the sense of convolution. This paper just studies such a type of integral. First, a class of \mathscrL-valued measures are introduced and their basic properties are examined. Then, an integral of an \mathscrL-valued function with respect to an \mathscrL-valued measure is defined and a dominated convergence theorem is established for this integral. Finally, a convolution measure of two \mathscrL-valued measures is also discussed and a Fubini type theorem is proved for this integral.

     

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