wickcalculusfornonlineargaussianfunctionals

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	wickcalculusfornonlineargaussianfunctionals
	Yaozhong Hu 1; Jiaan Yan2
刊名	actamathematicaeapplicataesinica
	2009
卷号	000 期号:003 页码:399
ISSN号	0168-9673
英文摘要	This 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.
语种	英语
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/40346]
专题	应用数学研究所
作者单位	1.Department of Mathematics,University of Kansas 2.中国科学院数学与系统科学研究院
推荐引用方式 GB/T 7714	Yaozhong Hu,Jiaan Yan. wickcalculusfornonlineargaussianfunctionals[J]. actamathematicaeapplicataesinica,2009,000(003):399.
APA	Yaozhong Hu,&Jiaan Yan.(2009).wickcalculusfornonlineargaussianfunctionals.actamathematicaeapplicataesinica,000(003),399.
MLA	Yaozhong Hu,et al."wickcalculusfornonlineargaussianfunctionals".actamathematicaeapplicataesinica 000.003(2009):399.