THE CONSTRUCTION OF THE CHAOTIC REPRESENTATION FOR THE GAMMA FIELD-Reference-Cited by-同舟云学术

THE CONSTRUCTION OF THE CHAOTIC REPRESENTATION FOR THE GAMMA FIELD

Published:2003-03 Issue:01 Volume:06 Page:33-56
ISSN:0219-0257
Container-title:Infinite Dimensional Analysis, Quantum Probability and Related Topics
language:en
Short-container-title:Infin. Dimens. Anal. Quantum. Probab. Relat. Top.

Author:

BEREZANSKY YURIJ M.¹,MIERZEJEWSKI DMYTRO A.¹

Affiliation:

1. Institute of Mathematics, National Academy of Sciences of Ukraine, 3 Tereshchenkivs'ka Street, 01601, Kyiv, Ukraine

Abstract

This paper is devoted to the proof of chaotic representation for Gamma field and the corresponding stochastic process. It is known that a direct generalization of the chaotic representation connected with a Gamma process is impossible. Our construction is different from the classical one: for the components of our decomposition we have the representation by a many-dimensional stochastic integral (some of these components have the classical form of the multiple stochastic integral).

Publisher

World Scientific Pub Co Pte Lt

Subject

Applied Mathematics,Mathematical Physics,Statistics and Probability,Statistical and Nonlinear Physics

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0219025703001043

Reference22 articles.

1. Commutative Jacobi fields in Fock space

2. Spectral Methods in Infinite-Dimensional Analysis

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