Generalized Brownian Motion,Point Processes and Stochastic Calculus for Random Fields |
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Authors: | K.-H. Fichtner G. Winkler |
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Abstract: | ![]() A representation of the Malliavian derivative and the Skorochod integral in terms of random point systems on Polish spaces (and thus generalizing from the unit interval) is derived. This leads to a stochastic calculus based on random point systems. The operators are given explicitely and in a simple form allowing concrete probabilistic and quantum probabilistic interpretations. |
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