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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 81, 2009 - Issue 3-4: Stochastic Analysis
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Original Articles

Pascal white noise calculus

, &
Pages 323-343 | Received 18 May 2008, Accepted 08 Feb 2009, Published online: 23 Jul 2009
 

Abstract

In this paper white noise analysis with respect to the Lévy process with negative binomial distributed marginals is investigated. An appropriate space of distributions, ℰ ′, is used to describe the structure of the Hilbert space of quadratic integrable functionals with respect to the Pascal white noise measure ΛNB. The constructed decomposition is used to define a nuclear triple of test and generalized functions, where θ is a Young function satisfying some suitable conditions. By using the 𝒮-transform and the symbol transform σNB, a general characterization theorems are proven for Pascal white noise distributions, white noise test functions and white noise operators in terms of analytical functions with growth condition of exponential type. As application, some quantum stochastic differential equations are solved with special emphasis on Wick calculus.

Notes

Additional information

Notes on contributors

Habib Ouerdiane

1. 1. [email protected].

Anis Riahi

2. 2. [email protected].

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