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arXiv · math/9908033

Analysis on Poisson and Gamma spaces

Yuri Kondratiev·Jose Luis Silva·Ludwig Streit·Georgi Us
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Abstract

We study the spaces of Poisson, compound Poisson and Gamma noises as special cases of a general approach to non-Gaussian white noise calculus, see \cite{KSS96}. We use a known unitary isomorphism between Poisson and compound Poisson spaces in order to transport analytic structures from Poisson space to compound Poisson space. Finally we study a Fock type structure of chaos decomposition on Gamma space.

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Yuri Kondratiev, Jose Luis Silva, Ludwig Streit, Georgi Us. 1999-08-07. Analysis on Poisson and Gamma spaces. https://arxiv.org/abs/math/9908033

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