Dirichlet forms and white noise analysis

DOI10.1007/BF01225257zbMath0661.31019MaRDI QIDQ1112983

Takeyuki Hida, Juergen Potthoff, Ludwig Streit

Publication date: 1988

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

white noise analysisDirichlet formsprobability spaceclosabilityharmonic oscillatorsymmetric Fock spaceMarkovian contractionsecond quantized Hamiltonian

Mathematics Subject Classification ID

Dirichlet forms (31C25) Probabilistic potential theory (60J45)

Related Items (20)

Along Paths Inspired by Ludwig Streit: Stochastic Equations for Quantum Fields and Related Systems ⋮ Spaces of white noise distributions: Constructions, descriptions, applications. I ⋮ On a dual pair of spaces of smooth and generalized random variables ⋮ Von Hove model of quantum field theory-from the point of view of infinite dimensional stationary Markov process theory ⋮ Pricing vulnerable options under a Markov-modulated jump-diffusion model with fire sales ⋮ Energy forms and quantum dynamics ⋮ Derivations on white noise functionals ⋮ Itô's lemma without non-anticipatory conditions ⋮ On the contraction property of energy forms on infinite-dimensional space ⋮ A characterization of Hida distributions ⋮ Analytic version of test functionals, Fourier transform, and a characterization of measures in white noise calculus ⋮ Construction of a general class of Dirichlet forms in terms of white noise analysis ⋮ Effect of institutional deleveraging on option valuation problems ⋮ De Rham-Hodge-Kodaira decomposition in \(\infty\)-dimensions ⋮ Continuity of affine transformations of white noise test functionals and applications ⋮ Mittag-Leffler analysis. I: Construction and characterization ⋮ A Characterization of White Noise Test Functionals ⋮ Dirichlet forms constructed from annihilation operators on Bernoulli functionals ⋮ Classical Dirichlet forms on topological vector spaces --- closability and a Cameron-Martin formula ⋮ LÉVY–DIRICHLET FORMS

Cites Work

• White-noise approach to Malliavin's calculus
• Brownian functionals and applications
• On the uniqueness of Markovian self-adjoint extension of diffusion operators on infinite dimensional spaces
• On positive generalized functionals
• Calculus on Gaussian white noise. II
• Capacity and quantum mechanical tunneling
• On Meyer’s equivalence
• Regularization of Hamiltonians and processes
• Dirichlet forms and diffusion processes on rigged Hilbert spaces
• Energy forms, Hamiltonians, and distorted Brownian paths
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