Fock factorizations, and decompositions of theL2spaces over general Lévy processes

DOI10.1070/RM2003V058N03ABEH000627MaRDI QIDQ4829612zbMATH OpenOpenAlexWikidataFDO

Authors A. M. Vershik, Natalia Tsilevich

Publication date 29 November 2004

Published in Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0304282

zbMATH Keywords

Poisson processGaussian white noiseLévy processFock structure

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Applications of functional analysis in probability theory and statistics (46N30) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) White noise theory (60H40) Infinite-dimensional groups and algebras motivated by physics, including Virasoro, Kac-Moody, (W)-algebras and other current algebras and their representations (81R10) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measures, integration, derivative, holomorphy (all involving infinite-dimensional spaces) (46G99)

Abstract: We explicitly construct and study an isometry between the spaces of square integrable functionals of an arbitrary Levy process and a vector-valued Gaussian white noise. In particular, we obtain explicit formulas for this isometry at the level of multiplicative functionals and at the level of orthogonal decompositions, as well as find its kernel. We consider in detail the central special case: the isometry between the $L^2$ spaces over a Poisson process and the corresponding white noise. The key role in our considerations is played by the notion of measure and Hilbert factorizations and related notions of multiplicative and additive functionals and logarithm. The obtained results allow us to introduce a canonical Fock structure (an analogue of the Wiener--Ito decomposition) in the $L^2$ space over an arbitrary Levy process. An application to the representation theory of current groups is considered. An example of a non-Fock factorization is given.

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Cited in

(22)

• On Wick calculus on spaces of nonregular generalized functions of Lévy white noise analysis
• A quantum decomposition of Lévy processes
• Characteristic functionals of Dirichlet measures
• Lévy white noise calculus based on interaction exponents
• Wick multiplication and its relationship with integration and stochastic differentiation on spaces of nonregular test functions in the Lévy white noise analysis
• Integral models of representations of current groups
• Integral models of unitary representations of current groups with values in semidirect products
• Does there exist a Lebesgue measure in the infinite-dimensional space?
• White noise Lévy-Meixner processes through a transfer principal from one-mode to one-mode type interacting Fock spaces
• Fock structure of complete Boolean algebras of type I factors and of unital factorizations
• Poisson stochastic master equation unravelings and the measurement problem: a quantum stochastic calculus perspective
• Wick calculus on spaces of regular generalized functions of Levy white noise analysis
• Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes
• The Poisson model of the Fock space and representations of current groups
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• Interconnection between Wick multiplication and integration on spaces of nonregular generalized functions in the Lévy white noise analysis
• An equivalent representation of the Jacobi field of a Lévy process
• The basic representation of the current group O(n,1)^X in the L^2 space over the generalized Lebesgue measure
• Invariant measures for the continual Cartan subgroup
• Interacting Fock expansion of Lévy white noise functionals
• On the relationship between Wick calculus and stochastic integration in the Lévy white noise analysis
• A chaotic decomposition for generalized stochastic processes with independent values

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