Analysis on Poisson and Gamma Spaces-Reference-Cited by-同舟云学术

Analysis on Poisson and Gamma Spaces

Published:1998-01 Issue:01 Volume:01 Page:91-117
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:

Kondratiev Yuri G.¹²³,da Silva José L.⁴¹,Streit Ludwig¹⁵,Us Georgi F.⁶

Affiliation:

1. BiBoS, Universität Bielefeld, D-33615 Bielefeld, Germany

2. Institute of Mathematics, Kiev, Ukraine

3. Institute für Angewandte Mathematik, Universität Bonn, D-53115 Bonn, Germany

4. CCM, Universidade da Madeira, P-9000 Funchal, Portugal

5. Universidade da Madeira, P-9000 Funchal, Portugal

6. Department of Mechanics and Mathematics, Kiev University, 252033 Kiev, Ukraine

Abstract

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 Ref. 18. 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.

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/S0219025798000089

Reference12 articles.

1. Euclidean random fields obtained by convolution from generalized white noise

2. ASYMPTOTIC BEHAVIOUR OF THE RESOLVENT OF STURM-LIOUVILLE EQUATIONS AND THE ALGEBRA OF THE KORTEWEG-DE VRIES EQUATIONS

3. Spectral Type of the Shift Transformation of Differential Processes With Stationary Increments

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