Article ID Journal Published Year Pages File Type
4592740 Journal of Functional Analysis 2008 24 Pages PDF
Abstract

By using a method of truncation, we derive the closed form of the Segal–Bargmann transform of Lévy white noise functionals associated with a Lévy process with the Lévy spectrum without the moment condition. Besides, a sufficient and necessary condition to the existence of Lévy stochastic integrals is obtained.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory