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The operators of stochastic calculus.

Authors :
Jorgensen, Palle
Tian, James
Source :
Random Operators & Stochastic Equations. Jun2024, Vol. 32 Issue 2, p185-205. 21p.
Publication Year :
2024

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]

Details

Language :
English
ISSN :
09266364
Volume :
32
Issue :
2
Database :
Academic Search Index
Journal :
Random Operators & Stochastic Equations
Publication Type :
Academic Journal
Accession number :
177519662
Full Text :
https://doi.org/10.1515/rose-2024-2007