A Construction of Non-Gaussian White Noise Analysis using the Theory of Hypercomplex Systems
white noise analysis, biorthogonal approach, hypercomplex systems, wick calculus
Abstract
In this paper, we present a generalization of white noise analysis to the case of non-Gaussian measures. For this purpose, we use a biorthogonal approach in which instead of the exponentials the characters of commutative hypercomplex systems are employed. Moreover, we construct the elements of Wick calculus in a non-Gaussian setting.
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2016-02-23
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