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Predictable projections of conformal stochastic integrals: an application to Hermite series and to Widder's representation

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Predictable projections of conformal stochastic integrals: an application to Hermite series and to Widder's representation
2.	Creator	Author's name, affiliation, country	Matteo Casserini; ETH Zürich; Switzerland
2.	Creator	Author's name, affiliation, country	Freddy Delbaen; ETH Zürich; Switzerland
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Predictable projections; stochastic integrals; conformal Brownian motion; Hermite polynomials; Brownian martingales; Widder's representation
3.	Subject	Subject classification	60H05; 60H30; 60G46; 33C45
4.	Description	Abstract	In this article, we study predictable projections of stochastic integrals with respect to the conformal Brownian motion, extending the connection between powers of the conformal Brownian motion and the corresponding Hermite polynomials. As a consequence of this result, we then investigate the relation between analytic functions and $L^p$-convergent series of Hermite polynomials. Finally, our results are applied to Widder's representation for a class of Brownian martingales, retrieving a characterization for the moments of Widder's measure.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	2012-03-14
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ejp.ejpecp.org/article/view/1883
10.	Identifier	Digital Object Identifier	10.1214/EJP.v17-1883
11.	Source	Journal/conference title; vol., no. (year)	Electronic Journal of Probability; Vol 17
12.	Language	English=en	en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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