A calculus on Fock space and its probabilistic interpretations
β 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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β¦ 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.
π SIMILAR VOLUMES
## Abstract In this paper we study generalized Hankel operators ofthe form : β±^2^(|__z__ |^2^) β __L__^2^(|__z__ |^2^). Here, (__f__):= (IdβP~__l__~ )($ \bar z $^k^__f__) and P__l__ is the projection onto __A__~__l__~ ^2^(β, |__z__ |^2^):= cl(span{$ \bar z $^__m__^ __z^n^__ | __m__, __n__ β __N__,
Toeplitz operators with discontinuous presymbols on the Fock space are studied. These iresymbols can have two limit values at the points of some subset in Q: ", generally speaking of nonzero measure. Nevertheless the Toeplitz operator algebra still admits a commutative symbolic calculus. 1991 Mathem
dedicated to professor leonard gross on the occasion of his 70th birthday Functions of bounded variation (BV functions) are defined on an abstract Wiener space (E, H, +) in a way similar to that in finite dimensions. Some characterizations are given, which justify describing a BV function as a funct