Results 191 to 200 of about 5,764 (228)

Some Norm Inequalities for Gaussian Wick Products

Stochastic Analysis and Applications, 2010
We provide several inequalities for the ℒ q (𝒫)-norm of the Wick product of random variables. These estimates are based on a Jensen's type inequality for the Wick multiplication, which we derive via a positivity argument. As an application we study a certain type of anticipating stochastic differential equation whose solution is shown to be an ...
LANCONELLI A, STAN A
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A note on Gamma Wick products

Infinite Dimensional Analysis, Quantum Probability and Related Topics, 2018
An integral representation of the Wick product for Gamma distributed random variables, with mean greater than [Formula: see text], is presented first. We use this integral representation to prove a Hölder inequality for norms of Gamma Wick products.
Catrina, Florin, Stan, Aurel I.
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Wick Product and Backward Heat Equation

Mediterranean Journal of Mathematics, 2005
In the present paper the Wick version of analytic functions with respect to a one dimensional Brownian motion is shown to be closely related to the backward heat equation. This fact provides representation theorems for a certain class of random variables in terms of Wick powers.
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A HÖLDER INEQUALITY FOR NORMS OF POISSONIAN WICK PRODUCTS

Infinite Dimensional Analysis, Quantum Probability and Related Topics, 2013
An understanding of the second quantization operator of a constant times the identity operator and the Poissonian Wick product, without using the orthogonal Charlier polynomials, is presented first. We use both understanding, with and without the Charlier polynomials, to prove some inequalities about the norms of Poissonian Wick products.
Lanconelli A, Stan A
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Translated Brownian Motions and Associated Wick Products

Stochastic Analysis and Applications, 2006
The concept of Wick product is strongly related to the underlying Brownian motion we have fixed on the probability space. Via the Girsanov's theorem we construct a family of new Brownian motions, obtained as translations of the original one, and to each of them we associate a Wick product. This produces a family of Wick products, named γ-Wick products,
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BEST CONSTANTS IN NORMS OF WICK PRODUCTS

Infinite Dimensional Analysis, Quantum Probability and Related Topics, 2006
Let [Formula: see text] be a Fock space and, for any non-negative integer k, let [Formula: see text] be the sum of all homogeneous chaos spaces of order at most k. For all non-negative integers m and n, the Wick product is a bounded bilinear operator from Γ (Hc)m × Γ (Hc)n into Γ (Hc)m +n with norm greater than or equal to [Formula: see text].
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Linear stochastic differential equations and Wick products

Probability Theory and Related Fields, 1994
We establish the existence and uniqueness of the solution to a multidimensional linear Skorokhod stochastic differential equation with deterministic diffusion matrix, using the notions of Wick product and \(S\)-transform. If the diffusion matrix is constant and has real eigenvalues, the solution is a stochastic process with moments of all orders ...
Buckdahn, R., Nualart, D.
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Anti-Wick Symbols for Infinite Products in K-Homology

K-Theory, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kosyak, Alexandr, Zekri, Richard
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BEST CONSTANTS IN NORMS OF RETARDED WICK PRODUCTS

Infinite Dimensional Analysis, Quantum Probability and Related Topics, 2010
We find the best constant c(m, n, r), such that the inequality: [Formula: see text] holds for all polynomials f and g of degree at most m and n, respectively, where X is a normally distributed random vector, ⋄r denotes the r-retarded Wick product and ‖⋅‖ the L2-norm.
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Provoking More Productive Discussion of Wicked Problems

Journal of Water Resources Planning and Management, 2012
Water management is full of wicked problems. These problems often have many conflicting stakeholders with entrenched opposing positions, great complexity, shifting dynamics, and substantial uncertainties (Rittel and Webber 1973; Liebman 1976). Wicked problems elude clean technical and policy solutions. The challenges of solving such wicked problems are
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