A calculus on Fock space and its probabilistic interpretations

被引：4
作者：
Privault, N [1 ]
机构：
[1] Univ Evry Val Essonne, Equipe Anal & Probabil, F-91025 Evry, France
来源：
BULLETIN DES SCIENCES MATHEMATIQUES | 1999年 / 123卷 / 02期
关键词：
stochastic calculus of variations; Wiener process; Poisson process; Fock space;
D O I：
10.1016/S0007-4497(99)80016-5
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We introduce on the Fock space Gamma(L-2(R+)) two operators del(-) and del(+) expressing the infinitesimal perturbations of random variables by rime changes in the Wiener and Poisson probabilistic interpretations of Gamma(L2(R+)). These operators have close connections with stochastic integration, regularity of laws, chaotic expansions and complement the annihilation and creation operators del(-) and del(+) that are related to perturbations by shifts of trajectories. (C) Elsevier, Paris.
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页码：97 / 114
页数：18
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