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On martingales invoked by stochastic exponential and monomial densities
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Nassar H.S. Haidar
Veröffentlicht/Copyright:
1. Dezember 2004
This is an extension of a previous work of the first author [1], on monomial density functions, to study the approximation features over [a, b] of, the based on αx exponential density functions hα(x) when α > 0 is discrete and/or fractional. If α is discrete, a random variable of hn(x) is proved to form a martingale over a reversed filtration 
and is compared with a similar situation that happens to hold with respective monomial density functions. In the case of fractional α, we advance a new stochastic operator which generates, via a nonlinear technique, unique exponential and monomial spline approximants over [a, b] to functions 
(x) ∈ 
, a certain noncommutative inner product space.
Key Words: Monomials;; density functions; entropy;; expectations;; generalized moments;; weak stationarity.
Published Online: 2004-12-01
Published in Print: 2004-12-01
Copyright 2003, Walter de Gruyter
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Artikel in diesem Heft
- A Remark on different lattice approximations and continuum limits for -fields
- On the skew uniform distribution
- On exchange mechanisms for bosons
- On martingales invoked by stochastic exponential and monomial densities
- On the distribution of duration of stay in an interval of the semi-continuous process with independent increments
- Flows generated by stochastic equations with reflection
- Infinite dimensional entangled Markov chains
Schlagwörter für diesen Artikel
Monomials;;
density functions; entropy;;
expectations;;
generalized moments;;
weak stationarity.
Artikel in diesem Heft
- A Remark on different lattice approximations and continuum limits for -fields
- On the skew uniform distribution
- On exchange mechanisms for bosons
- On martingales invoked by stochastic exponential and monomial densities
- On the distribution of duration of stay in an interval of the semi-continuous process with independent increments
- Flows generated by stochastic equations with reflection
- Infinite dimensional entangled Markov chains
