Une nouvelle approche de l'analyse du bruit blane non-commutatif

John Gough*

*Awdur cyfatebol y gwaith hwn

Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

9 Dyfyniadau (Scopus)

Crynodeb

A theory of distributions over piecewise continuous test functions is introduced and used as the basis for the construction of a new theory of white noise analysis on the Fock space of multivariate piecewise continuous functions. The white noise commutation relations involve specially defined split delta functions rather than Dirac delta functions. This is vital to establish the commutativity of the Ito noise with adapted processes. The Stratonovich white noise is introduced inside the same framework.

Cyfieithiad o deitl y cyfraniadA new approach to non-commutative white noise analysis
Iaith wreiddiolFfrangeg
Tudalennau (o-i)981-985
Nifer y tudalennau5
CyfnodolynComptes Rendus de l'Academie des Sciences - Series I: Mathematics
Cyfrol326
Rhif cyhoeddi8
Dynodwyr Gwrthrych Digidol (DOIs)
StatwsCyhoeddwyd - Ebr 1998
Cyhoeddwyd yn allanolIe

Ôl bys

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