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p-conformal maps on the triangular lattice

Author

Listed:
  • Akahori, Jirô
  • Ida, Yuuki
  • Markowsky, Greg

Abstract

In Akahori and Ida (2014), p-conformal (or Parisian-conformal) maps on the triangular lattice were defined. The definition of p-conformality is nonstandard in comparison to ordinary discrete derivatives, but was seen to be natural in connection with a particular type of random walk, the Parisian random walk. In this note, we establish the fact that the only p-conformal polynomials in z and z̄ on the triangle lattice are linear combinations of 1, z and z2−z̄, but that if one extends the notion of p-conformality to functions of two variables (the complex variable z and the time variable t) we obtain a rich class of polynomials which yield martingales when applied to the Parisian walk. These polynomials make use of a particular type of martingale transform, which is defined in the paper.

Suggested Citation

  • Akahori, Jirô & Ida, Yuuki & Markowsky, Greg, 2019. "p-conformal maps on the triangular lattice," Statistics & Probability Letters, Elsevier, vol. 151(C), pages 42-48.
    • Handle: RePEc:eee:stapro:v:151:y:2019:i:c:p:42-48
    DOI: 10.1016/j.spl.2019.03.010
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