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

Translated title of the contribution: A new approach to non-commutative white noise analysis

John Gough*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

9 Citations (Scopus)


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.

Translated title of the contributionA new approach to non-commutative white noise analysis
Original languageFrench
Pages (from-to)981-985
Number of pages5
JournalComptes Rendus de l'Academie des Sciences - Series I: Mathematics
Issue number8
Publication statusPublished - Apr 1998
Externally publishedYes


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