Wiener-Ito theorem in terms of Wick tensors

Authors
Kuo, HH Lee, YJ Shih, CY
Citation
Hh. Kuo et al., Wiener-Ito theorem in terms of Wick tensors, ACT APPL MA, 63(1-3), 2000, pp. 203-218
Citations number
15
Categorie Soggetti
Mathematics
Journal title
ACTA APPLICANDAE MATHEMATICAE
ISSN journal
01678019 → ACNP
Volume
63
Issue
1-3
Year of publication
2000
Pages
203 - 218
Database
ISI
SICI code
0167-8019(200009)63:1-3<203:WTITOW>2.0.ZU;2-6
Abstract
Wick tensors are used to describe homogeneous chaos and to define multiple Wiener integrals. The Wiener-Ito decomposition is expressed by the formula [GRAPHICS] We use this formula to interpret Hida's original idea of generalized multip le Wiener integrals as generalized functions acting on the space of test fu nctions.