Title of article :
Wick theorems in non-Gaussian white noise calculus
Author/Authors :
Lytvynov، نويسنده , , E.W. and Rebenko، نويسنده , , A.L. and Shchepanʹuk، نويسنده , , G.V.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
Pages :
16
From page :
217
To page :
232
Abstract :
The well-known Wick theorem expresses product of Gaussian fields by a sum of their normal products. In the paper, we define, first, a λ, θ-field to be a family of operators of multiplication by a λ, θ-white noise—the time derivative of the corresponding process with independent increments possessing the chaotic representation property. Special cases of such fields are the Gaussian and Poisson ones. Then, for an arbitrary λ, θ-field, we formulate and prove the Wick theorem, as well as its generalization, to the case of a product of normally ordered products of λ, θ-fields.
Journal title :
Reports on Mathematical Physics
Serial Year :
1996
Journal title :
Reports on Mathematical Physics
Record number :
1584974
Link To Document :
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