Generalized Fock space and moments

Authors Daniel Alpay, Paula Cerejeiras, Uwe Kähler

Publication date 16 May 2020

Mittag-Leffler functions and generalizations (33E12) Distributions on infinite-dimensional spaces (46F25) Fractional processes, including fractional Brownian motion (60G22) White noise theory (60H40)

Abstract: In this paper we develop a framework to extend the theory of generalized stochastic processes in the Hida white noise space to more general probability spaces which include the grey noise space. To obtain a Wiener-It^o expansion we recast it as a moment problem and calculate the moments explicitly. We further show the importance of a family of topological algebras called strong algebras in this context. Furthermore we show the applicability of our approach to the study of stochastic processes.

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