Title of article
An alternative approach to Privaultʹs discrete-time chaotic calculus
Author/Authors
Wang، نويسنده , , Caishi and Lu، نويسنده , , Yanchun and Chai، نويسنده , , Huifang، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2011
Pages
12
From page
643
To page
654
Abstract
In this paper, we present an alternative approach to Privaultʹs discrete-time chaotic calculus. Let Z be an appropriate stochastic process indexed by N (the set of nonnegative integers) and l 2 ( Γ ) the space of square summable functions defined on Γ (the finite power set of N ). First we introduce a stochastic integral operator J with respect to Z, which, unlike discrete multiple Wiener integral operators, acts on l 2 ( Γ ) . And then we show how to define the gradient and divergence by means of the operator J and the combinatorial properties of l 2 ( Γ ) . We also prove in our setting the main results of the discrete-time chaotic calculus like the Clark formula, the integration by parts formula, etc. Finally we show an application of the gradient and divergence operators to quantum probability.
Keywords
Full Wiener integral operator , Gradient and divergence , Finite power set , Discrete-time chaotic calculus
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2011
Journal title
Journal of Mathematical Analysis and Applications
Record number
1561422
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