论文标题

普遍的fock空间和时刻

Generalized Fock space and moments

论文作者

Alpay, Daniel, Cerejeiras, Paula, Kaehler, Uwe

论文摘要

在本文中,我们开发了一个框架,以将HIDA白噪声空间中的广义随机过程理论扩展到更通用的概率空间,包括灰噪声空间。为了获得Wiener-Itô扩展,我们将其作为瞬间问题重新提出,并明确计算矩。在这种情况下,我们进一步展示了一个称为强代代数的拓扑代数家族的重要性。此外,我们还显示了我们方法对随机过程研究的适用性。

In this paper we develop a framework to extend the theory of generalized stochastic processes in the Hida white noise space to more general probability spaces which include the grey noise space. To obtain a Wiener-Itô expansion we recast it as a moment problem and calculate the moments explicitly. We further show the importance of a family of topological algebras called strong algebras in this context. Furthermore we show the applicability of our approach to the study of stochastic processes.

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