Wiener-Itô theorem in terms of wick tensors

Authors

H. H. Kuo, Louisiana State University
Y. J. Lee, National Cheng Kung University
C. Y. Shih, National Cheng Kung University

Document Type

Article

Publication Date

9-1-2000

Abstract

Wick tensors are used to describe homogeneous chaos and to define multiple Wiener integrals. The Wiener-Itô decomposition is expressed by the formula φ(x) = ∑n=0∞1/n!∫B [Dn (μφ)(0)]∼(x+iy,....,x+iy)dμ(y). We use this formula to interpret Hida's original idea of generalized multiple Wiener integrals as generalized functions acting on the space of test functions.

Publication Source (Journal or Book title)

Acta Applicandae Mathematicae

First Page

203

Last Page

218

Recommended Citation

Kuo, H., Lee, Y., & Shih, C. (2000). Wiener-Itô theorem in terms of wick tensors. Acta Applicandae Mathematicae, 63 (1-3), 203-218. https://doi.org/10.1023/A:1010772823312