The Segal-Bargmann transform for Lévy functionals

DOI10.1006/JFAN.1999.3452MaRDI QIDQ1125281zbMATH OpenOpenAlexFDO

Authors Yuh-Jia Lee, Hsin-Hung Shih

Publication date 2 January 2001

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

Full work available at URL https://doi.org/10.1006/jfan.1999.3452

zbMATH Keywords

Lévy functionalsS-transformSegal-Bergmann spaceU-transformwhite noise

Mathematics Subject Classification ID

Integral transforms in distribution spaces (46F12) Distributions on infinite-dimensional spaces (46F25) White noise theory (60H40)

Review text

Let \(\{X(t)\}\) be an additive process with stationary increments, and \(\mu\) be the measure on the linear hull \(\mathcal E\) of \(\{X(t)\}\). Consider \(L^2(\mathcal E,\mu)\) -- the space of square integrable (nonlinear) functionals of \(X(\cdot)\). In the Gaussian case, this space is decomposed into the spaces of multiple Wiener-Itô integrals, and there exists an isomorphism called \(\mathcal S\)-transform defined as \(\int {\mathcal S}(\varphi)(\xi) = \int_{\mathcal E} \varphi (x + \xi) d \mu(x)\). This transform plays an essential role in white noise calculus. There is a non-Gaussian correspondence called \(\mathcal U\)-transform. The authors treat these transforms in a unified manner and obtain that the image spaces are the Bergmann-Segal analytic functionals on \(L^2(\mathbb R^2,\lambda)\), where \(d\lambda=dt\otimes u^2 d\beta_0\) and \(\beta_0\) is the Lévy measure of \(X(t)\).

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Cited in

(19)

• Convergence theorems for operators sequences on functionals of discrete-time normal martingales
• Analysis of generalized Lévy white noise functionals
• The generalized Segal--Bargmann transform and special functions
• A generalised Itō formula for Lévy-driven Volterra processes
• Lévy white noise measures on infinite-dimensional spaces: existence and characterization of the measurable support
• Lévy white noise calculus based on interaction exponents
• A characterization of operators on functionals of discrete-time normal martingales
• Pascal white noise calculus
• The Fourier transform of Lévy measures on a semigroup
• UNITARY REPRESENTATIONS OF THE WITT AND sl(2, ℝ)-ALGEBRAS THROUGH RENORMALIZED POWERS OF THE QUANTUM PASCAL WHITE NOISE
• Nuclear realization of Virasoro-Zamolodchikov-w_ -Lie algebras through the renormalized higher powers of quantum Meixner white noise
• An application of the Segal-Bargmann transform to the characterization of Lévy white noise measures
• Segal-Bargmann transforms of one-mode interacting Fock spaces associated with Gaussian and Poisson measures
• Characterization theorems for generalized functionals of discrete-time normal martingale
• Spectral integrals of Bernoulli generalized functionals
• Generalized weighted number operators on functionals of discrete-time normal martingales
• Convergence theorems for generalized functional sequences of discrete-time normal martingales
• Holomorphic functions and the Itô chaos
• The Segal-Bargmann transform for Lévy white noise functionals associated with non-integrable Lévy processes

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