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Volumn 123, Issue 2, 1999, Pages 97-114

A calculus on Fock space and its probabilistic interpretations

Author keywords

Fock space; Poisson process; Stochastic calculus of variations; Wiener process

Indexed keywords


EID: 0033074853     PISSN: 00074497     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0007-4497(99)80016-5     Document Type: Article
Times cited : (8)

References (10)
  • 3
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    • A chaos approach to the anticipating calculus for the Poisson process
    • [3] León (J.A.) and Tudor (C.). - A chaos approach to the anticipating calculus for the Poisson process, Stochastics and Stochastic Reports, 62, 1998, p. 217-250.
    • (1998) Stochastics and Stochastic Reports , vol.62 , pp. 217-250
    • León, J.A.1    Tudor, C.2
  • 4
    • 0004035123 scopus 로고
    • Berlin, New York, Springer Verlag, (Probability and its Applications)
    • [4] Nualart (D.). - The Malliavin Calculus and Related Topics. - Berlin, New York, Springer Verlag, 1995 (Probability and its Applications).
    • (1995) The Malliavin Calculus and Related Topics
    • Nualart, D.1
  • 5
    • 0000568691 scopus 로고
    • Anticipative calculus for the Poisson process based on the Fock space
    • J. Azéma, P.A. Meyer and M. Yor, eds., Berlin, Springer Verlag, (Lecture Notes in Mathematics, 1426)
    • [5] Nualart (D.) and Vives (J.). - Anticipative calculus for the Poisson process based on the Fock space, In Séminaire de Probabilités XXIV, J. Azéma, P.A. Meyer and M. Yor, eds., p. 154-165. - Berlin, Springer Verlag, 1990 (Lecture Notes in Mathematics, 1426).
    • (1990) Séminaire de Probabilités XXIV , pp. 154-165
    • Nualart, D.1    Vives, J.2
  • 6
    • 0002514443 scopus 로고
    • Chaotic and variational calculus in discrete and continuous time for the Poisson process
    • [6] Privault (N.). - Chaotic and variational calculus in discrete and continuous time for the Poisson process, Stochastics and Stochastics Reports, 51, 1994, p. 83-109.
    • (1994) Stochastics and Stochastics Reports , vol.51 , pp. 83-109
    • Privault, N.1
  • 7
    • 0000428837 scopus 로고
    • A transfer principle from Wiener to Poisson space and applications
    • [7] Privault (N.). - A transfer principle from Wiener to Poisson space and applications, J. Funct. Anal., 132, 1995, p. 335-360.
    • (1995) J. Funct. Anal. , vol.132 , pp. 335-360
    • Privault, N.1
  • 8
    • 0001659969 scopus 로고    scopus 로고
    • Calculus on Fock space and a quantum non-adapted Itô formula
    • [8] Privault (N.). - Calculus on Fock space and a quantum non-adapted Itô formula, C.R. Acad. Sc. Paris, Série I, 323, 1996, p. 927-932.
    • (1996) C.R. Acad. Sc. Paris, Série I , vol.323 , pp. 927-932
    • Privault, N.1
  • 9
    • 0038654667 scopus 로고
    • Homogeneous chaos revisited
    • Berlin, Springer Verlag, (Lecture Notes in Mathematics, 1247)
    • [9] Stroock (D.). - Homogeneous chaos revisited, In Séminaire de Probabilités XXI, p. 1-7. - Berlin, Springer Verlag, 1987 (Lecture Notes in Mathematics, 1247).
    • (1987) Séminaire de Probabilités , vol.21 , pp. 1-7
    • Stroock, D.1
  • 10
    • 0003489621 scopus 로고
    • Berlin, New York, Springer-Verlag, (Lecture Notes in Mathematics, 1610)
    • [10] Ustünel (A.S.). - An Introduction to Analysis on Wiener Space. - Berlin, New York, Springer-Verlag, 1995 (Lecture Notes in Mathematics, 1610).
    • (1995) An Introduction to Analysis on Wiener Space
    • Ustünel, A.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.