The Segal-Bargmann transform for Lévy white noise functionals associated with non-integrable Lévy processes

DOI10.1016/j.jfa.2008.04.013zbMath1147.60047OpenAlexW2093594518MaRDI QIDQ941423

Hsin-Hung Shih

Publication date: 1 September 2008

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2008.04.013

zbMATH Keywords

Lévy processSegal-Bargmann transformLévy white noise measureLévy-Itô decomposition theorem

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) White noise theory (60H40)

Related Items

AN APPLICATION OF THE SEGAL–BARGMANN TRANSFORM TO THE CHARACTERIZATION OF LÉVY WHITE NOISE MEASURES ⋮ A generalised Itō formula for Lévy-driven Volterra processes

Cites Work

• The Segal-Bargmann transform for Lévy functionals
• Wick calculus on spaces of generalized functions of compound Poisson white noise
• White noise analysis for Lévy processes.
• Generalized Poisson functionals
• Analysis of generalized Lévy white noise functionals
• Lévy white noise measures on infinite-dimensional spaces: existence and characterization of the measurable support
• Multiple Wiener integral
• Spectral Type of the Shift Transformation of Differential Processes With Stationary Increments
• Lévy Processes and Stochastic Calculus
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