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A calculus on Fock space and its probabilistic interpretations

✍ Scribed by Nicolas Privault


Publisher
Elsevier Science
Year
1999
Tongue
French
Weight
724 KB
Volume
123
Category
Article
ISSN
0007-4497

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✦ Synopsis


A CA.LCULUS ON FOCK SPACE AND ITS PROBABILISTIC INTERPRETATIONS BY NICOLAS PRIVAULT (*) ] Universite d&y-Val d'Essonne] ABSTRACT. -We introduce on the Fock space f'(L'(R+)) two operators V" and Vr expressing the infinitesimal perturbations of random variables by time changes in the Wiener and Poisson probabilistic interpretations of l?(L" (R+)). These operators have close connections with stochastic integration, regularity of laws, chaotic expansions and complement the annihilation and creation operators V-and V + that are related to perturbations by shifts of trajectories. 0 Elsevier, Paris REsuMB. -Nous introduisons sur l'espace de Fock l'(L'(R+)) deux operateurs VI' et V@ qui permettent d'exprimer les perturbations infinitesimales de variables aleatoires par changements de temps dans les interpretations probabilistes de Wiener et de Poisson de l?(L2(R+)). Ces operateurs complttent les operateurs d'annihilation et de creation Vet V+ relatifs aux perturbations par translations de trajectoires, et sont lies a l'integration stochastique, a l'absolue continuite des lois de variables aleatoires et aux decompositions chaotiques. 0 Elsevier, Paris (*) Manuscript presented bl Paul MALLIAVIN, received in October 1997.


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