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Noncommutative fractional integrals

Narcisse Randrianantoanina, Lian Wu (2015)

Studia Mathematica

Let ℳ be a hyperfinite finite von Nemann algebra and be an increasing filtration of finite-dimensional von Neumann subalgebras of ℳ. We investigate abstract fractional integrals associated to the filtration . For a finite noncommutative martingale adapted to and 0 < α < 1, the fractional integral of x of order α is defined by setting for an appropriate sequence of scalars. For the case of a noncommutative dyadic martingale in L₁() where is the type II₁ hyperfinite factor equipped...

Normal martingales and polynomial families

H. Hammouch (2004)

Annales Polonici Mathematici

Wiener and compensated Poisson processes, as normal martingales, are associated to classical sequences of polynomials, namely Hermite polynomials for the first one and Charlier polynomials for the second. The problem studied in this paper is to find if there exist other normal martingales which are associated to classical sequences of polynomials. Privault, Solé and Vives [5] solved this problem via the quantum Kabanov formula under some assumptions on the normal martingales considered. We solve...

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