Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4618636 | Journal of Mathematical Analysis and Applications | 2011 | 12 Pages |
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.