The Segal-Bargmann transform for Levy functionals
The Segal-Bargmann transform for Levy functionals
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DOI:
10.1006/jfan.1999.3452
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发表时间:
1999-10
影响因子:
1.7
通讯作者:
Yuh-Jia Lee;Hsin-Hung Shih
中科院分区:
文献类型:
--
作者:
Yuh-Jia Lee;Hsin-Hung Shih
Let S′ be the space of tempered distributions on R and Λ the Levy noise measure on S′. In this paper, we derive the closed form of the Segal–Bargmann transform (or the S-transform) of the Levy functionals on L2(S′, Λ) and show that S-transform is a unitary operator from L2(S′, Λ) onto the space of Bargmann–Segal analytic functions on L2(R2, λ), where dλ=dt⊕u2 dβ0(u) and β0 is the Levy measure.