Generalized Fock space and moments
Probability
2020-05-19 v1 Functional Analysis
Abstract
In this paper we develop a framework to extend the theory of generalized stochastic processes in the Hida white noise space to more general probability spaces which include the grey noise space. To obtain a Wiener-It\^o expansion we recast it as a moment problem and calculate the moments explicitly. We further show the importance of a family of topological algebras called strong algebras in this context. Furthermore we show the applicability of our approach to the study of stochastic processes.
Cite
@article{arxiv.2005.08085,
title = {Generalized Fock space and moments},
author = {Daniel Alpay and Paula Cerejeiras and Uwe Kaehler},
journal= {arXiv preprint arXiv:2005.08085},
year = {2020}
}