Analysis on Poisson and Gamma spaces

Authors
Kondratiev, YG Da Silva, JL Streit, L Us, GF
Citation
Yg. Kondratiev et al., Analysis on Poisson and Gamma spaces, INFIN DIMEN, 1(1), 1998, pp. 91-117
Citations number
29
Categorie Soggetti
Mathematics
Journal title
INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS
ISSN journal
02190257 → ACNP
Volume
1
Issue
1
Year of publication
1998
Pages
91 - 117
Database
ISI
SICI code
0219-0257(199801)1:1<91:AOPAGS>2.0.ZU;2-1
Abstract
We study the spaces of Poisson, compound Poisson and Gamma noises as specia l cases of a general approach to non-Gaussian white noise calculus, see Ref . 18. We use a known unitary isomorphism between Poisson and compound Poiss on spaces in order to transport analytic structures from Poisson space to c ompound Poisson space. Finally we study a Fock type structure of chaos deco mposition on Gamma space.