Generalized Fock space and moments

Abstract

In this paper we develop a framework to extend the theory of generalized stochastic processes in the Hida white noise space to more general probability spaces which include the grey noise space. To obtain a Wiener-Itô expansion we recast it as a moment problem and calculate the moments explicitly. We further show the importance of a family of topological algebras called strong algebras in this context. Furthermore we show the applicability of our approach to the study of stochastic processes.

References in corpus (1)

• Intersection local times of fractional Brownian motions with $H\in (0,1)$ as generalized white noise functionals

Cited by in corpus (1)

• Generalized Grassmann algebras and applications to stochastic processes