Analysis on Poisson and Gamma Spaces

DOI10.1142/S0219025798000089MaRDI QIDQ4213947zbMATH OpenOpenAlexWikidataFDO

Authors José L. Silva, L. Streit, Georgi Us, Yuri Kondratiev

Publication date 27 October 1998

Published in Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/9908033

zbMATH Keywords

Fock type structure of chaos decompositionnon-Gaussian white noise calculus

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic calculus of variations and the Malliavin calculus (60H07) Other physical applications of random processes (60K40)

Abstract: We study the spaces of Poisson, compound Poisson and Gamma noises as special cases of a general approach to non-Gaussian white noise calculus, see cite{KSS96}. We use a known unitary isomorphism between Poisson and compound Poisson spaces in order to transport analytic structures from Poisson space to compound Poisson space. Finally we study a Fock type structure of chaos decomposition on Gamma space.

Recommendations

• White noise analysis in the Poisson space
• scientific article; zbMATH DE number 1862921
• Wick calculus on spaces of generalized functions of compound Poisson white noise
• OPERATORS OF GAMMA WHITE NOISE CALCULUS

Cites work

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• Spectral Type of the Shift Transformation of Differential Processes With Stationary Increments
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• Wick calculus on spaces of generalized functions of compound Poisson white noise

Cited in

(48)

• Meixner class of non-commutative generalized stochastic processes with freely independent values. I: A characterization
• The Segal-Bargmann transform for Lévy functionals
• Poisson infinite-dimensional analysis as an example of analysis related to generalized translation operators
• Wick calculus on spaces of generalized functions of compound Poisson white noise
• Lie-theoretic generating relations of two variable Laguerre polynomials
• White noise analysis for Lévy processes.
• An infinite dimensional umbral calculus
• Analysis of generalized Lévy white noise functionals
• Polynomials of Meixner's type in infinite dimensions: Jacobi fields and orthogonality measures
• Stochastic partial differential equations driven by Lévy space-time white noise.
• The full moment problem on subsets of probabilities and point configurations
• Characteristic functionals of Dirichlet measures
• Sheffer homeomorphisms of spaces of entire functions in infinite dimensional analysis
• Quantum Pascal white noise fields
• White noise analysis in the Poisson space
• Lévy white noise calculus based on interaction exponents
• The structure of the extended symmetric Fock space
• The q-Gamma white noise
• THE CONSTRUCTION OF THE CHAOTIC REPRESENTATION FOR THE GAMMA FIELD
• ORTHOGONAL DECOMPOSITIONS FOR LÉVY PROCESSES WITH AN APPLICATION TO THE GAMMA, PASCAL, AND MEIXNER PROCESSES
• White noise Lévy-Meixner processes through a transfer principal from one-mode to one-mode type interacting Fock spaces
• Meixner class of orthogonal polynomials of a non-commutative monotone Lévy noise
• Differential equations driven by Lévy white noise in spaces of Hilbert space-valued stochastic distributions
• AN EXTENDED STOCHASTIC INTEGRAL AND A WICK CALCULUS ON PARAMETRIZED KONDRATIEV-TYPE SPACES OF MEIXNER WHITE NOISE
• Gibbs states over the cone of discrete measures
• POISSON MEASURE AS THE SPECTRAL MEASURE OF JACOBI FIELD
• GAUSS FORMULA AND SYMMETRIC EXTENSIONS OF THE LAPLACIAN ON CONFIGURATION SPACES
• SUPPORT OF A JOINT RESOLUTION OF IDENTITY AND THE PROJECTION SPECTRAL THEOREM
• OPERATORS OF GAMMA WHITE NOISE CALCULUS
• An extension of the Clark-Ocone formula under benchmark measure for Lévy processes
• THE SQUARE OF WHITE NOISE AS A JACOBI FIELD
• scientific article; zbMATH DE number 1862921 (Why is no real title available?)
• THE LÉVY LAPLACIAN ACTING ON POISSON NOISE FUNCTIONALS
• HARMONIC ANALYSIS ON CONFIGURATION SPACE I: GENERAL THEORY
• scientific article; zbMATH DE number 1408840 (Why is no real title available?)
• Laplace operators in gamma analysis
• Analysis of space-dependent noise functionals with an application to linearly correlated processes
• Gauge-invariant quasi-free states on the algebra of the anyon commutation relations
• CHARACTERIZATION OF OPERATORS ON A KONDRATIEV SPACE IN THE NON-GAUSSIAN SETTING: BIORTHOGONAL APPROACH
• Noncommutative quantum decomposition of Gegenbauer white noise process
• Generalized random processes related to Hadamard operators and Le Roy measures
• Characterization and analysis of generalized grey incomplete gamma noise
• Yuri Kondratiev (1953--2023)
• Generalized Wright analysis in infinite dimensions
• Representations of the su(1,1) current algebra and probabilistic perspectives
• Results about the free Kawasaki dynamics of continuous particle systems in infinite volume: long-time asymptotics and hydrodynamic limit
• A distributional approach to multiple stochastic integrals and transformations of the Poisson measure
• A distributional approach to multiple stochastic integrals and transformations of the Poisson measure. II

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