Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4592740 | Journal of Functional Analysis | 2008 | 24 Pages |
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