随机微积分的算子

IF 0.3 Q4 STATISTICS & PROBABILITY
Palle Jorgensen, James Tian
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引用次数: 0

摘要

我们研究了具有无限自由度的典型换向关系(CCR)代数的一系列表示,我们称之为 "可容许表示"。我们在每个可容许表示和相应的高斯随机微积分之间建立了直接关联。此外,我们还用不同于传统方法的代数方法推导出了马利亚文变分法的算子。福克-真空表示导致了最大对称对。与其他方法相比,这种对偶性视角具有解决无界算子和密集域相关问题的额外优势。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
The operators of stochastic calculus
We study a family of representations of the canonical commutation relations (CCR)-algebra, which we refer to as “admissible,” with an infinite number of degrees of freedom. We establish a direct correlation between each admissible representation and a corresponding Gaussian stochastic calculus. Moreover, we derive the operators of Malliavin’s calculus of variation using an algebraic approach, which differs from the conventional methods. The Fock-vacuum representation leads to a maximal symmetric pair. This duality perspective offers the added advantage of resolving issues related to unbounded operators and dense domains much more easily than with alternative approaches.
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来源期刊
Random Operators and Stochastic Equations
Random Operators and Stochastic Equations STATISTICS & PROBABILITY-
CiteScore
0.60
自引率
25.00%
发文量
24
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