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Wick calculus for nonlinear Gaussian functionals

文献类型：期刊论文

作者Hu, Yao-zhong1; Yan, Jia-an2
刊名ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES
出版日期2009-07-01
卷号25期号:3页码:399-414
关键词Malliavin calculus multiple integral chaos decomposition Wick product Wick renormalization
ISSN号0168-9673
DOI10.1007/s10255-008-8808-0
英文摘要This paper surveys some results on Wick product and Wick renormalization. The framework is the abstract Wiener space. Some known results on Wick product and Wick renormalization in the white noise analysis framework are presented for classical random variables. Some conditions are described for random variables whose Wick product or whose renormalization are integrable random variables. Relevant results on multiple Wiener integrals, second quantization operator, Malliavin calculus and their relations with the Wick product and Wick renormalization are also briefly presented. A useful tool for Wick product is the S-transform which is also described without the introduction of generalized random variables.
资助项目National Science Foundation[DMS0504783] ; International Research Team on Complex Systems, Chines Academy of Sciences ; National Natural Science Foundation of China[10571167] ; National Basic Research Program of China[2007CB814902] ; Science Fund for Creative Research Groups[10721101]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000266479900005
出版者SPRINGER HEIDELBERG
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/8035]  
专题应用数学研究所
通讯作者Hu, Yao-zhong
作者单位1.Univ Kansas, Dept Math, Lawrence, KS 66045 USA
2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式
GB/T 7714		 Hu, Yao-zhong,Yan, Jia-an. Wick calculus for nonlinear Gaussian functionals[J]. ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,2009,25(3):399-414.
APA Hu, Yao-zhong,&Yan, Jia-an.(2009).Wick calculus for nonlinear Gaussian functionals.ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,25(3),399-414.
MLA Hu, Yao-zhong,et al."Wick calculus for nonlinear Gaussian functionals".ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES 25.3(2009):399-414.

入库方式： OAI收割

来源：数学与系统科学研究院

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