The Segal-Bargmann transform for Lévy functionals (Q1125281): Difference between revisions
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Revision as of 15:30, 19 March 2024
scientific article
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English | The Segal-Bargmann transform for Lévy functionals |
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The Segal-Bargmann transform for Lévy functionals (English)
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2 January 2001
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Let \(\{X(t)\}\) be an additive process with stationary increments, and \(\mu\) be the measure on the linear hull \(\mathcal E\) of \(\{X(t)\}\). Consider \(L^2(\mathcal E,\mu)\) -- the space of square integrable (nonlinear) functionals of \(X(\cdot)\). In the Gaussian case, this space is decomposed into the spaces of multiple Wiener-Itô integrals, and there exists an isomorphism called \(\mathcal S\)-transform defined as \(\int {\mathcal S}(\varphi)(\xi) = \int_{\mathcal E} \varphi (x + \xi) d \mu(x)\). This transform plays an essential role in white noise calculus. There is a non-Gaussian correspondence called \(\mathcal U\)-transform. The authors treat these transforms in a unified manner and obtain that the image spaces are the Bergmann-Segal analytic functionals on \(L^2(\mathbb R^2,\lambda)\), where \(d\lambda=dt\otimes u^2 d\beta_0\) and \(\beta_0\) is the Lévy measure of \(X(t)\).
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Lévy functionals
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white noise
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S-transform
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U-transform
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Segal-Bergmann space
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