• 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