Wick Calculus For Nonlinear Gaussian Functionals

Simple item page
dc.creatorHu, Yaozhong
dc.creatorYan, Jia-an
dc.date2009-01-30
dc.date.accessioned2026-07-07T12:36:32Z
dc.date.available2026-07-07T12:36:32Z
dc.descriptionThis paper surveys some results on Wick product and Wick renormalization. The framework is the abstract Wiener space. Some known results on Wick product and Wick renormalization in the white noise analysis framework are presented for classical random variables. Some conditions are described for random variables whose Wick product or whose renormalization are integrable random variables. Relevant results on multiple Wiener integrals, second quantization operator, Malliavin calculus and their relations with the Wick product and Wick renormalization are also briefly presented. A useful tool for Wick product is the $S$-transform which is also described without the introduction of generalized random variables.
dc.identifierhttps://arxiv.org/abs/0901.4911
dc.identifierhttp://arxiv.org/abs/0901.4911
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/218124
dc.subjectProbability
dc.subjectMathematical Physics
dc.subject60G15, 60H05, 60H07, 60H40
dc.titleWick Calculus For Nonlinear Gaussian Functionals
dc.typetext

Files

Collections

arXiv