Published May 20, 1996 | Version v1
Journal article

A new non-commutative representation of the Wiener and Poisson processes

Creators

  • 1. Universite d'Evry, 91 (France)

Description

Using two different constructions of the chaotic and variational calculus on Poisson space, we show that the Wiener and Poisson processes have a non-commutative representation which is different from the one obtained by transfer of the Fock space creation and annihilation operators. We obtain in this way an extension of the non-commutative It calculus. The associated commutation relations show a link between the geometric and exponential distributions. (author). 11 refs

Additional details

Additional titles

Original title (French)
Une nouvelle representation non-commutative du mouvement brownien et du processus de Poisson

Publishing Information

Journal Title
Comptes Rendus de l'Academie des Sciences. Serie 1
Journal Volume
322
Journal Issue
10
Journal Page Range
p. 959-964.
ISSN
0764-4442
CODEN
CASMEI