Generalized Bernoulli Wick differential equation

Based on the distributions space on [Formula: see text] (denoted by [Formula: see text]) which is the topological dual space of the space of entire functions with exponential growth of order [Formula: see text] and of minimal type, we introduce a new type of differential equations using the Wick derivation operator and the Wick product of elements in [Formula: see text]. These equations are called generalized Bernoulli Wick differential equations which are the analogue of the classical Bernoulli differential equations. We solve these generalized Wick differential equations. The present method is exemplified by several examples.

Stochastic Wiener filter in the white noise space

In this paper we introduce a new approach to the study of filtering theory by allowing the system's parameters to have a random character. We use Hida's white noise space theory to give an alternative characterization and a proper generalization to the Wiener filter over a suitable space of stochastic distributions introduced by Kondratiev. The main idea throughout this paper is to use the nuclearity of this space in order to view the random variables as bounded multiplication operators (with respect to the Wick product) between Hilbert spaces of stochastic distributions. This allows us to use operator theory tools and properties of Wiener algebras over Banach spaces to proceed and characterize the Wiener filter equations under the underlying randomness assumptions.

Hypercomplex systems and non-Gaussian stochastic solutions of χ-Wick-type (3+1)-dimensional modified Benjamin-Bona-Mahony equation

In this paper, we seek non-Gaussian stochastic solutions of ?-Wick-type stochastic (3+1)-dimensional modified Benjamin-Bona-Mahony equations. Using the generalized modified tanh-coth method, the connection between hypercomplex system and transforming white noise theory, ?-Wick product and ?-Hermite transform, we generate a new set of exact travelling non-Gaussian wave solutions for the (3+1)-dimensional modified Benjamin-Bona-Mahony equations. This set contains solutions with non-Gaussian parameters of exponential, hyperbolic, and trigonometric types.

Hypercomplex systems and non-Gaussian stochastic solutions of χ-Wick-type (3+1)-dimensional modified Benjamin-Bona-Mahony equation

In this paper, we seek non-Gaussian stochastic solutions of ?-Wick-type stochastic (3+1)-dimensional modified Benjamin-Bona-Mahony equations. Using the generalized modified tanh-coth method, the connection between hypercomplex system and transforming white noise theory, ?-Wick product and ?-Hermite transform, we generate a new set of exact travelling non-Gaussian wave solutions for the (3+1)-dimensional modified Benjamin-Bona-Mahony equations. This set contains solutions with non-Gaussian parameters of exponential, hyperbolic, and trigonometric types.

Compositions of states and observables in Fock spaces

This article is concerned with compositions in the context of three standard quantizations in the framework of Fock spaces, namely, anti-Wick, Wick and Weyl quantizations. The first one is a composition of states also known as a Wick product and is closely related to the standard scattering identification operator encountered in Quantum Electrodynamics for issues on time dynamics (see [ 29 , 13 ]). Anti-Wick quantization and Segal–Bargmann transforms are implied here for that purpose. The other compositions are for observables (operators in some specific classes) for the Wick and Weyl symbols. For the Wick and Weyl symbols of the composition of two operators, we obtain an absolutely converging series and for the Weyl symbol, the remainder terms up to any orders of the expansion are controlled, still in the Fock space framework.

Interconnection between Wick multiplication and integration on spaces of nonregular generalized functions in the Lévy white noise analysis

We deal with spaces of nonregular generalized functions in the Lévy white noise analysis, which are constructed using Lytvynov's generalization of a chaotic representation property. Our aim is to describe a relationship between Wick multiplication and integration on these spaces. More exactly, we show that when employing the Wick multiplication, it is possible to take a time-independent multiplier out of the sign of an extended stochastic integral; establish an analog of this result for a Pettis integral (a weak integral); and prove a theorem about a representation of the extended stochastic integral via the Pettis integral from the Wick product of the original integrand by a Lévy white noise. As examples of an application of our results, we consider some stochastic equations with Wick type nonlinearities.

Pascal white noise harmonic analysis on configuration spaces and applications

In this paper, we unify techniques of Pascal white noise analysis and harmonic analysis on configuration spaces establishing relations between the main structures of both ones. Fix a Random measure [Formula: see text] on a Riemannian manifold [Formula: see text], we construct on the space of finite compound configuration space [Formula: see text] the so-called Lebesgue–Pascal measure [Formula: see text] and as a consequence we obtain the Pascal measure [Formula: see text] on the compound configuration space [Formula: see text]. Next, the natural realization of the symmetric Fock space over [Formula: see text] as the space [Formula: see text] leads to the unitary isomorphism [Formula: see text] between the space [Formula: see text] and [Formula: see text]. Finally, in the first application we study some algebraic products, namely, the Borchers product on the Fock space, the Wick product on the Pascal space, and the ⋆-convolution on the Lebesgue–Pascal space and we prove that the Pascal white noise analysis and harmonic analysis are related through an equality of operators involving [Formula: see text]. The second application is devoted to solve the implementation problem.

On Wick calculus on spaces of nonregular generalized functions of Levy white noise analysis

Development of a theory of test and generalized functions depending on infinitely many variables is an important and actual problem, which is stipulated by requirements of physics and mathematics. One of successful approaches to building of such a theory consists in introduction of spaces of the above-mentioned functions in such a way that the dual pairing between test and generalized functions is generated by integration with respect to some probability measure. First it was the Gaussian measure, then it were realized numerous generalizations. In particular, important results can be obtained if one uses the Levy white noise measure, the corresponding theory is called the Levy white noise analysis. In the Gaussian case one can construct spaces of test and generalized functions and introduce some important operators (e.g., stochastic integrals and derivatives) on these spaces by means of a so-called chaotic representation property (CRP): roughly speaking, any square integrable random variable can be decomposed in a series of repeated Itos stochastic integrals from nonrandom functions. In the Levy analysis there is no the CRP, but there are different generalizations of this property. In this paper we deal with one of the most useful and challenging generalizations of the CRP in the Levy analysis, which is proposed by E.W. Lytvynov, and with corresponding spaces of nonregular generalized functions. The goal of the paper is to introduce a natural product (a Wick product) on these spaces, and to study some related topics. Main results are theorems about properties of the Wick product and of Wick versions of holomorphic functions. In particular, we prove that an operator of stochastic differentiation satisfies the Leibniz rule with respect to the Wick multiplication. In addition we show that the Wick products and the Wick versions of holomorphic functions, defined on the spaces of regular and nonregular generalized functions, constructed by means of Lytvynov's generalization of the CRP, coincide on intersections of these spaces. Our research is a contribution in a further development of the Levy white noise analysis.

Wick calculus on spaces of regular generalized functions of Levy white noise analysis

Many objects of the Gaussian white noise analysis (spaces of test and generalized functions, stochastic integrals and derivatives, etc.) can be constructed and studied in terms of so-called chaotic decompositions, based on a chaotic representation property (CRP): roughly speaking, any square integrable with respect to the Gaussian measure random variable can be decomposed in a series of Ito's stochastic integrals from nonrandom functions. In the Levy analysis there is no the CRP (except the Gaussian and Poissonian particular cases). Nevertheless, there are different generalizations of this property. Using these generalizations, one can construct different spaces of test and generalized functions. And in any case it is necessary to introduce a natural product on spaces of generalized functions, and to study related topics. This product is called a Wick product, as in the Gaussian analysis. The construction of the Wick product in the Levy analysis depends, in particular, on the selected generalization of the CRP. In this paper we deal with Lytvynov's generalization of the CRP and with the corresponding spaces of regular generalized functions. The goal of the paper is to introduce and to study the Wick product on these spaces, and to consider some related topics (Wick versions of holomorphic functions, interconnection of the Wick calculus with operators of stochastic differentiation). Main results of the paper consist in study of properties of the Wick product and of the Wick versions of holomorphic functions. In particular, we proved that an operator of stochastic differentiation is a differentiation (satisfies the Leibniz rule) with respect to the Wick multiplication.

A note on Gamma Wick products

An integral representation of the Wick product for Gamma distributed random variables, with mean greater than [Formula: see text], is presented first. We use this integral representation to prove a Hölder inequality for norms of Gamma Wick products.