Wick Calculus for Vector-valued Gaussian White Noise Functionals

• Autorzy: Ji Un Cig , Ma Peng Cheng

Identyfikatory

DOI

10.37190/0208-4147.41.2.5

• Języki publikacji: EN

Abstrakty

EN

Based on a Gel’fand triple (N) ⊗Ɛ ⊂Γ(H) ⊗h ⊂((N) ⊗Ɛ)∗, we introduce a new notion of Wick type product of generalized Gaussian white noise functionals which is associated with a continuous bilinear mapping B : Ɛ^∗ ×Ɛ^∗ → Ɛ^∗. Then we study Wick type differential equations for vector-valued generalized Gaussian white noise functionals and, as a simple application, we study Wick type differential equations for matrix-valued generalized Gaussian white noise functionals. For our purposes, we make a systematic study of equicontinuity of the left and right Wick type multiplication operators.

Słowa kluczowe

EN

white noise theory; Gaussian white noise functional; Wick product; equicontinuous; Wick type differential equation

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2021
• Tom: Vol. 41, Fasc. 2
• Strony: 283--302
• Opis fizyczny: Bibliogr. 39 poz.

Twórcy

autor

Ji Un Cig

• Chungbuk National University Department of Mathematics Institute for Industrial and Applied Mathematics Chungbuk National University Cheongju 28644, Korea

autor

Ma Peng Cheng

• Chungbuk National University Department of Mathematics Chungbuk National University Cheongju 28644, Korea

Bibliografia

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