1. The operators of stochastic calculus.
- Author
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Jorgensen, Palle and Tian, James
- Subjects
- *
MALLIAVIN calculus , *CALCULUS of variations , *CALCULUS , *DEGREES of freedom - Abstract
We study a family of representations of the canonical commutation relations (CCR)-algebra, which we refer to as "admissible," with an infinite number of degrees of freedom. We establish a direct correlation between each admissible representation and a corresponding Gaussian stochastic calculus. Moreover, we derive the operators of Malliavin's calculus of variation using an algebraic approach, which differs from the conventional methods. The Fock-vacuum representation leads to a maximal symmetric pair. This duality perspective offers the added advantage of resolving issues related to unbounded operators and dense domains much more easily than with alternative approaches. [ABSTRACT FROM AUTHOR]
- Published
- 2024
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