wickcalculusfornonlineargaussianfunctionals
文献类型：期刊论文
| 作者 | Yaozhong Hu1; Jiaan Yan2
|
| 刊名 | actamathematicaeapplicataesinica
 |
| 出版日期 | 2009 |
| 卷号 | 000期号:003页码:399 |
| ISSN号 | 0168-9673 |
| 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. |
| 语种 | 英语 |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/40346]  |
| 专题 | 应用数学研究所 |
| 作者单位 | 1.Department of Mathematics,University of Kansas 2.中国科学院数学与系统科学研究院 |
| 推荐引用方式 GB/T 7714 | Yaozhong Hu,Jiaan Yan. wickcalculusfornonlineargaussianfunctionals[J]. actamathematicaeapplicataesinica,2009,000(003):399. |
| APA | Yaozhong Hu,&Jiaan Yan.(2009).wickcalculusfornonlineargaussianfunctionals.actamathematicaeapplicataesinica,000(003),399. |
| MLA | Yaozhong Hu,et al."wickcalculusfornonlineargaussianfunctionals".actamathematicaeapplicataesinica 000.003(2009):399. |
入库方式： OAI收割
来源：数学与系统科学研究院
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