Some Norm Inequalities for Gaussian Wick Products

DOI10.1080/07362991003708846zbMath1202.60118OpenAlexW1986677306MaRDI QIDQ3578755

Aurel I. Stan, Alberto Lanconelli

Publication date: 20 July 2010

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

Full work available at URL: https://doi.org/10.1080/07362991003708846

zbMATH Keywords

Wick productstochastic differential equationsJensen's inequalitysecond quantization operator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) White noise theory (60H40)

Related Items (5)

Prohorov-type local limit theorems on abstract Wiener spaces ⋮ A note on Gamma Wick products ⋮ A note on a local limit theorem for Wiener space valued random variables ⋮ A HÖLDER–YOUNG–LIEB INEQUALITY FOR NORMS OF GAUSSIAN WICK PRODUCTS ⋮ Rate of convergence for Wong-Zakai-type approximations of Itô stochastic differential equations

Cites Work

• On hypercontractivity for multipliers on orthogonal polynomials
• White noise calculus and Fock space
• Stochastic Burgers and KPZ equations from particle systems
• Strong solutions to the stochastic quantization equations.
• On a dual pair of spaces of smooth and generalized random variables
• BEST CONSTANTS IN NORMS OF WICK PRODUCTS
• Using the Donsker delta function to compute hedging strategies
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