Non-Gaussian Malliavin calculus on real Lie algebras

DOI10.1016/j.jfa.2004.02.004zbMath1064.60125OpenAlexW1991670505MaRDI QIDQ1763937

René Schott, Uwe Franz, Nicolas Privault

Publication date: 22 February 2005

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2004.02.004

zbMATH Keywords

Malliavin calculusinfinitely divisible distributionsLie algebrasWigner laws

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Applications of Lie groups to the sciences; explicit representations (22E70) Stochastic calculus of variations and the Malliavin calculus (60H07) Analysis on other specific Lie groups (43A80)

Related Items (1)

Smoothness of Wigner densities on the affine algebra

Cites Work

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• On the regular representation of a nonunimodular locally compact group
• The Wigner function for general Lie groups and the wavelet transform
• Renormalized squares of white noise and other non-Gaussian noises as Lévy processes on real Lie algebras
• A different quantum stochastic calculus for the Poisson process
• An Example in the Theory of Hypercontractive Semigroups
• Malliavin calculus for quantum stochastic processes
• MALLIAVIN CALCULUS AND SKOROHOD INTEGRATION FOR QUANTUM STOCHASTIC PROCESSES

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