A characterization of operators on functionals of discrete-time normal martingales

DOI10.1080/07362994.2016.1248779MaRDI QIDQ2974044zbMATH OpenOpenAlexFDO

Authors Jinshu Chen, Caishi Wang

Publication date 6 April 2017

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362994.2016.1248779

zbMATH Keywords

operatorcharacterization theoremFock transformGel'fand triplediscrete-time normal martingale

Mathematics Subject Classification ID

Linear operators on function spaces (general) (47B38) White noise theory (60H40)

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Cites work

• An alternative approach to Privault's discrete-time chaotic calculus
• An analytic characterization of symbols of operators on white noise functionals
• Elements of the Random Walk
• Equivalence of topologies and Borel fields for countably-Hilbert spaces
• FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
• Generalized Poisson functionals
• Non-Gaussian infinite dimensional analysis
• Stochastic analysis of Bernoulli processes
• The Segal-Bargmann transform for Lévy functionals
• White noise analysis for Lévy processes.
• Wick analysis for Bernoulli noise functionals

Cited in

(10)

• Convolution of functionals of discrete-time normal martingales
• The quantum Bernoulli noise indexed by
• Quantum integral equations of Volterra type in terms of discrete-time normal martingale
• Generalized weighted number operators on functionals of discrete-time normal martingales
• Characterization theorems for generalized functionals of discrete-time normal martingale
• The Bochner-convolution integral for generalized functional-valued functions of discrete-time normal martingales
• Spectral integrals of Bernoulli generalized functionals
• Bochner integration of operator-valued functions in terms of discrete-time normal martingales
• Convergence theorems for operators sequences on functionals of discrete-time normal martingales
• Quantum stochastic cable equation acting on functionals of discrete-time normal martingales

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