Wick calculus on spaces of generalized functions of compound Poisson white noise

DOI10.1016/S0034-4877(97)88002-0zbMATH Open0892.60051MaRDI QIDQ1373676FDOQ1373676

Authors: G. V. Shchepan'uk, Eugene Lytvynov, O. L. Rebenko 

Publication date: 17 December 1997

Published in: Reports on Mathematical Physics (Search for Journal in Brave)

Recommendations

• Calculus on Gaussian and Poisson white noises
• scientific article; zbMATH DE number 1129698
• Analysis on Poisson and Gamma Spaces
• scientific article; zbMATH DE number 1337368

zbMATH Keywords

Fock spaceAppell polynomialsWick calculuscompound Poisson white noiseGaussian white noise calculusnon-Gaussian biorthogonal analysis

Mathematics Subject Classification ID

Markov processes (60J99) Generalized stochastic processes (60G20) Distributions on infinite-dimensional spaces (46F25)

Cites Work

• White noise calculus and Fock space
• Spectral Type of the Shift Transformation of Differential Processes With Stationary Increments
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Quantum Ito's formula and stochastic evolutions
• The \(P(\phi )_{2}\) Euclidean (quantum) field theory.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Quantum probability for probabilists
• Integration by parts for Poisson processes
• Spaces of white noise distributions: Constructions, descriptions, applications. I
• Title not available (Why is that?)
• Generalized Poisson functionals
• Title not available (Why is that?)
• Calculus on Gaussian and Poisson white noises
• Title not available (Why is that?)
• Non-Gaussian infinite dimensional analysis
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Distributions sur l'espace de P. Lévy et calcul stochastique. (Distributions on P. Lévy's space and stochastic calculus)
• Wick theorems in non-Gaussian white noise calculus
• On the Poisson integrals representation in the classical statistical mechanics of continuous systems
• A note on spaces of test and generalized functions of Poisson white noise
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• ICIAM/GAMM 95 Applied sciences, especially Mechanics Contributed Lecture and Poster Presentations

Cited In (16)

• The Segal-Bargmann transform for Lévy white noise functionals associated with non-integrable Lévy processes
• Lévy white noise calculus based on interaction exponents
• HARMONIC ANALYSIS ON CONFIGURATION SPACE I: GENERAL THEORY
• Estimation of robot states with Poisson process based on EKF approximate of Kushner filter: a completely coordinate free Lie group approach
• AN EXTENDED STOCHASTIC INTEGRAL AND A WICK CALCULUS ON PARAMETRIZED KONDRATIEV-TYPE SPACES OF MEIXNER WHITE NOISE
• Pascal white noise calculus
• Introductive backgrounds to modern quantum mathematics with application to nonlinear dynamical systems
• Analysis of generalized Lévy white noise functionals
• ORTHOGONAL DECOMPOSITIONS FOR LÉVY PROCESSES WITH AN APPLICATION TO THE GAMMA, PASCAL, AND MEIXNER PROCESSES
• Wick calculus on spaces of regular generalized functions of Levy white noise analysis
• Wick theorems in non-Gaussian white noise calculus
• OPERATORS OF GAMMA WHITE NOISE CALCULUS
• Analysis on Poisson and Gamma Spaces
• Quantum mathematics: backgrounds and some applications to nonlinear dynamical systems
• The Segal-Bargmann transform for Lévy functionals
• On the relationship between Wick calculus and stochastic integration in the Lévy white noise analysis

This page was built for publication: Wick calculus on spaces of generalized functions of compound Poisson white noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1373676)