期刊文献+

重正化核的Poisson随机积分表示

Representation of Renormalization Kernels in Terms of Poisson Stochastic Integral
下载PDF
导出
摘要 本文考虑具有有限矩的1维无穷可分分布的正交多项式的母函数,通过“一步提升”原则得到的重正化核的显式表示,建立重正化核运算与Poisson随机积分之间的关系. In this paper we consider the generating function of orthogonal polynomials with respect to a 1-dimensional infinitely divisible distribution with finite moments.By virtue of the explicit forms of renormalization kernels obtained by 'lifting by one step' principle,we obtain the relationship between the renormalization kernels and the Poisson stochastic integrals.
作者 吴莺
出处 《应用数学》 CSCD 北大核心 2005年第3期484-488,共5页 Mathematica Applicata
基金 国家自然科学基金资助项目(10171035及10401011)
关键词 重正化核 Poisson随机积分 白噪声空间 无穷可分分布 Renormalization kernels Poisson stochastic integral White noise spaces Infinitely divisible distribution
  • 相关文献

参考文献6

  • 1Gel'fand I M, Vilenkin N Ya. Generalized Functions Vol. Ⅳ[M]. New York: Academic Press, 1964.
  • 2Huang Z Y,Wu Y. Interacting fock expansion of Levy white noise functionals[J]. Acta. Appl. Math. ,2004,82 : 333- 352.
  • 3Kubo I. Generating functions of exponential type for orthogonal polynominals[J]. Infinite Dim. Anal.Quantum Probab. ,2004,7 : 155- 159.
  • 4Nualart D, Schoutens W. Chaotic and predictable representations for Levy processes [J]. Stochastic Process. Appl. , 2000,90: 109- 122.
  • 5Nunno G D, φksendal B, Proske F. White noise analysis for L6vy processes[J]. J. Funct. Anal. , 2004,206 :109 - 148.
  • 6Schoutens W. Stochastic Processes and Orthogonal Polynomials, Lect. Notes in Statistics[M]. NewYork: Springer, 2000,146.

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部