arXiv subjects
Publications and source records attributed to Volodymyr Tesko.
In this note we define and study a Hilbert space-valued stochastic integral of operator-valued functions with respect to Hilbert space-valued measures. We show that this integral generalizes the classical Ito stochastic integral of adapted processes with respect to normal martingales and the Ito integral in a Fock space
Let $\ast_P$ be a product on $l_{\rm{fin}}$ (a space of all finite sequences) associated with a fixed family $(P_n)_{n=0}^{\infty}$ of real polynomials on $\mathbb{R}$. In this article, using methods from the theory of generalized eigenvector expansion, we investigate moment-type properties of $\ast_P$-positive functionals on $l_{\rm{fin}}$. If $(P_n)_{n=0}^{\infty}$ is a family of the Newton polynomials $P_n(x)=\prod_{i=0}^{n-1}(x-i)$ then the corresponding product $\star=\ast_P$ is an analog of the so-called Kondratiev--Kuna convolution on a "Fock space". We get an explicit expression for the product $\star$ and establish a connection between $\star$-positive functionals on $l_{\rm{fin}}$ and a one-dimensional analog of the Bogoliubov generating functionals (the classical Bogoliubov functionals are defined correlation functions for statistical mechanics systems).