Title of article
The Segal–Bargmann transform for Lévy white noise functionals associated with non-integrable Lévy processes
Author/Authors
Hsin-Hung Shih، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
24
From page
657
To page
680
Abstract
By using a method of truncation, we derive the closed form of the Segal–Bargmann transform of Lévy
white noise functionals associated with a Lévy process with the Lévy spectrum without the moment condition.
Besides, a sufficient and necessary condition to the existence of Lévy stochastic integrals is obtained.
© 2008 Elsevier Inc. All rights reserved
Keywords
Lévy process , Segal–Bargmann transform , Lévy–Itô decomposition theorem , Lévy white noise measure
Journal title
Journal of Functional Analysis
Serial Year
2008
Journal title
Journal of Functional Analysis
Record number
839676
Link To Document