Wick Analysis for Bernoulli Noise Functionals
A Gel’fand triple S(Ω)⊂L2(Ω)⊂S*(Ω) is constructed of functionals of Z, where Z=(Zn)n∈ℕ is an appropriate Bernoulli noise on a probability space (Ω,ℱ,ℙ). Characterizations are given to both S(Ω) and S*(Ω). It is also shown that a Wick-type product can be defined on S*(Ω) and moreover S*(Ω) forms a co...
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| Principais autores: | , |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
Wiley
2014-01-01
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| Serier: | Journal of Function Spaces |
| Online adgang: | http://dx.doi.org/10.1155/2014/727341 |
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