scientific article; zbMATH DE number 19566

DOI10.1007/BFB0100847MaRDI QIDQ3979055zbMATH OpenFDO

Authors Jia-An Yan, Paul-André Meyer

Publication date 26 June 1992

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=SPS_1991__25__61_0, https://eudml.org/doc/113783

zbMATH Keywords

characteristic functionsexpository paperFock spaceStratonovich multiple integralsWick productWiener space

Mathematics Subject Classification ID

Generalized stochastic processes (60G20)

Review text

[For the entire collection see Zbl 0733.00018.] This is an expository paper which yields some results on the characteristic functions of distributions defined on Wiener space. The main one of these results is a very simple theorem (Potthoff-Streit's theorem) which defines completely the characteristic functions of Kubo- Yokoi's distributions. The paper deals with Hida distribution, Fock space, Wick product, test functions, exponential test functions, trace operator, Stratonovich multiple integrals, Wiener product. Also one considers the problem of defining positive measures on Wiener spaces.

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