Generalized Brownian Motion, Point Processes and Stochastic Calculus for Random Fields

✍ Scribed by Prof. Dr. K.-H. Fichtner; G. Winkler

• Publisher: John Wiley and Sons
• Year: 1993
• Tongue: English
• Weight: 794 KB
• Volume: 161
• Category: Article
• ISSN: 0025-584X
• DOI: 10.1002/mana.19931610122

✦ Synopsis

A representation of the Malliavian derivative and the Skorochod integral in terms of random point systems on Polish spaces (and thus generalizing from the unit interval) is derived. This leads to a stochastic calculus based on random point systems. The operators are given explicitely and in a simple form allowing concrete probabilistic and quantum probabilistic interpretations.