Analysis on Poisson and Gamma spaces
泛函分析
2007-05-23 v1
摘要
We study the spaces of Poisson, compound Poisson and Gamma noises as special cases of a general approach to non-Gaussian white noise calculus, see \cite{KSS96}. We use a known unitary isomorphism between Poisson and compound Poisson spaces in order to transport analytic structures from Poisson space to compound Poisson space. Finally we study a Fock type structure of chaos decomposition on Gamma space.
引用
@article{arxiv.math/9908033,
title = {Analysis on Poisson and Gamma spaces},
author = {Yuri Kondratiev and Jose Luis Silva and Ludwig Streit and Georgi Us},
journal= {arXiv preprint arXiv:math/9908033},
year = {2007}
}
备注
34 pages