The Segal-Bargmann transform for Lévy white noise functionals associated with non-integrable Lévy processes |
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| Authors: | Hsin-Hung Shih |
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| Affiliation: | Department of Applied Mathematics, National University of Kaohsiung, Kaohsiung, Taiwan 811 |
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| 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. |
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| Keywords: | Lé vy process Lé vy white noise measure Lé vy-Itô decomposition theorem Segal-Bargmann transform |
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