Article ID Journal Published Year Pages File Type
4618636 Journal of Mathematical Analysis and Applications 2011 12 Pages PDF
Abstract

In this paper, we present an alternative approach to Privault's discrete-time chaotic calculus. Let Z be an appropriate stochastic process indexed by N (the set of nonnegative integers) and l2(Γ) the space of square summable functions defined on Γ (the finite power set of N). First we introduce a stochastic integral operator J with respect to Z, which, unlike discrete multiple Wiener integral operators, acts on l2(Γ). And then we show how to define the gradient and divergence by means of the operator J and the combinatorial properties of l2(Γ). We also prove in our setting the main results of the discrete-time chaotic calculus like the Clark formula, the integration by parts formula, etc. Finally we show an application of the gradient and divergence operators to quantum probability.

Related Topics
Physical Sciences and Engineering Mathematics Analysis