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math.PR2019
Clark-Ocone Formula for Generalized Functionals of Discrete-Time Normal Noises
Caishi Wang, Shuai Lin, Ailing Huang
The Clark-Ocone formula in the theory of discrete-time chaotic calculus holds only for square integrable functionals of discrete-time normal noises. In this paper, we aim at extend…
math.PR2017★ 3 cited
Dirichlet Forms Constructed from Annihilation Operators on Bernoulli Functionals
Caishi Wang, Beiping Wang
The annihilation operators on Bernoulli functionals (Bernoulli annihilators, for short) and their adjoint operators satisfy a canonical anti-commutation relation (CAR) in equal-tim…