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Wick calculus in Gaussian analysis

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Abstract

We define an extension of the distribution spaces conventionally used in Gaussian analysis. This space, characterized by analytic properties of S-transforms, allows for a calculus based on the Wick product. We indicate some of its features.

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Authors and Affiliations

  1. BiBoS Universität Bielefeld, D 33615, Bielefeld, Germany

    Yuri G. Kondratiev

  2. Institute of Mathematics, Ukrainian Academy of Sciences, Kiev, Ukraine

    Yuri G. Kondratiev

  3. BiBoS Universität Bielefeld, D 33615, Bielefeld, Germany

    Peter Leukert

  4. BiBoS Universität Bielefeld, D 33615, Bielefeld, Germany

    Ludwig Streit

  5. Universidade da Madeira, P 9000, Funchal, Portugal

    Ludwig Streit

Authors
  1. Yuri G. Kondratiev
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  2. Peter Leukert
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  3. Ludwig Streit
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Kondratiev, Y.G., Leukert, P. & Streit, L. Wick calculus in Gaussian analysis. Acta Appl Math 44, 269–294 (1996). https://doi.org/10.1007/BF00047395

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  • DOI: https://doi.org/10.1007/BF00047395

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