An alternative approach to Privault's discrete-time chaotic calculus

DOI10.1016/j.jmaa.2010.08.021zbMath1205.60106OpenAlexW2093817127MaRDI QIDQ711037

Yanchun Lu, Huifang Chai, Cai-shi Wang

Publication date: 25 October 2010

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

Full work available at URL: https://doi.org/10.1016/j.jmaa.2010.08.021

zbMATH Keywords

Malliavin calculusstochastic calculus for discrete-time proceses

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (18)

CONVOLUTION OF FUNCTIONALS OF DISCRETE-TIME NORMAL MARTINGALES ⋮ Quantum walk in terms of quantum Bernoulli noise and quantum central limit theorem for quantum Bernoulli noise ⋮ Quantum entropy in terms of local quantum Bernoulli noises and related properties ⋮ Convergence theorems for generalized functional sequences of discrete-time normal martingales ⋮ Quantum stochastic cable equation acting on functionals of discrete-time normal martingales ⋮ An investigation of continuous-time quantum walk on hypercube in view of Cartesian product structure ⋮ A characterization of operators on functionals of discrete-time normal martingales ⋮ Wick analysis for Bernoulli noise functionals ⋮ Unnamed Item ⋮ Characterization theorems for generalized functionals of discrete-time normal martingale ⋮ Clark-Ocone formula for generalized functionals of discrete-time normal noises ⋮ Convergence theorems for operators sequences on functionals of discrete-time normal martingales ⋮ COHERENT STATES IN BERNOULLI NOISE FUNCTIONALS ⋮ Dirichlet forms constructed from annihilation operators on Bernoulli functionals ⋮ The Bochner-convolution integral for generalized functional-valued functions of discrete-time normal martingales ⋮ Quantum integral equations of Volterra type in terms of discrete-time normal martingale ⋮ Discrete-time quantum Bernoulli noises ⋮ Quantum mutual entropy in terms of local quantum Bernoulli noises

Cites Work

• Unnamed Item
• Stochastic analysis of Bernoulli processes
• Quantum probability for probabilists
• Symmetric Hilbert spaces and related topics. Infinitely divisible positive definite functions, continuous products and tensor products, Gaussian and Poissonian stochastic processes

This page was built for publication: An alternative approach to Privault's discrete-time chaotic calculus