Calculus on Gaussian and Poisson white noises

DOI10.1017/S0027763000000994zbMath0653.60055MaRDI QIDQ3799434

Izumi Kubo, Yoshifusa Ito

Publication date: 1988

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

generalized Brownian functionalsPoissonian Wick productcontinuous-parameter version of the canonical commutation relationmultiple Poissonian integral

Mathematics Subject Classification ID

Commutation relations and statistics as related to quantum mechanics (general) (81S05) Stochastic mechanics (including stochastic electrodynamics) (81P20) Stochastic analysis (60H99)

Related Items (33)

Segal-Bargmann transforms of one-mode interacting Fock spaces associated with Gaussian and Poisson measures ⋮ OPERATORS OF GAMMA WHITE NOISE CALCULUS ⋮ Laplace Operators in Gamma Analysis ⋮ Stochastic partial differential equations driven by Lévy space-time white noise. ⋮ On the Poisson integrals representation in the classical statistical mechanics of continuous systems ⋮ On the relations between Poissonian white noise analysis and harmonic analysis on configuration spaces ⋮ Random permanents and symmetric statistics ⋮ THE LÉVY LAPLACIAN ACTING ON POISSON NOISE FUNCTIONALS ⋮ HARMONIC ANALYSIS ON CONFIGURATION SPACE I: GENERAL THEORY ⋮ Wick theorems in non-Gaussian white noise calculus ⋮ Wick calculus on spaces of generalized functions of compound Poisson white noise ⋮ On a Relation between Intrinsic and Extrinsic Dirichlet Forms for Interacting Particle Systems ⋮ Noncommutative quantum decomposition of Gegenbauer white noise process ⋮ A biorthogonal approach to the infinite dimensional fractional Poisson measure ⋮ Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review ⋮ Noncommutative Lévy processes for generalized (particularly anyon) statistics ⋮ UNITARY REPRESENTATIONS OF THE WITT AND sl(2, ℝ)-ALGEBRAS THROUGH RENORMALIZED POWERS OF THE QUANTUM PASCAL WHITE NOISE ⋮ Laplace operators on the cone of Radon measures ⋮ An infinite dimensional umbral calculus ⋮ Explicit representation of strong solutions of SDEs driven by infinite-dimensional Lévy processes ⋮ The full moment problem on subsets of probabilities and point configurations ⋮ ONE-PARTICLE SUBSPACE OF THE GLAUBER DYNAMICS GENERATOR FOR CONTINUOUS PARTICLE SYSTEMS ⋮ DIFFEOMORPHISM GROUPS AND CURRENT ALGEBRAS: CONFIGURATION SPACE ANALYSIS IN QUANTUM THEORY ⋮ WHITE NOISE LÉVY–MEIXNER PROCESSES THROUGH A TRANSFER PRINCIPAL FROM ONE-MODE TO ONE-MODE TYPE INTERACTING FOCK SPACES ⋮ POISSON MEASURE AS THE SPECTRAL MEASURE OF JACOBI FIELD ⋮ Analysis and geometry on configuration spaces ⋮ PROBABILITY MEASURES ON ℂ ARISING FROM THE JACOBI–SZEGÖ PARAMETERS FOR CONTINUOUS DUAL HAHN POLYNOMIALS ⋮ Analytical functionals and application to Poissonian and harmonic analysis ⋮ Analysis of generalized Lévy white noise functionals ⋮ Sheffer homeomorphisms of spaces of entire functions in infinite dimensional analysis ⋮ Feynman graph representation of the perturbation series for general functional measures ⋮ Lévy white noise calculus based on interaction exponents ⋮ Binary jumps in continuum. I. Equilibrium processes and their scaling limits

Cites Work

• Tensor algebras over Hilbert spaces. II
• Calculus on Gaussian white noise. II
• Calculus on Gaussian white noise. III
• Generalized Poisson functionals
• Calculus on Gaussian white noise. IV
• Multiple Wiener integral
• The Evaluation of the Collision Matrix
• The Discrete Chaos

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