Title
Wiener-Itô theorem in terms of wick tensors
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
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