Published May 20, 1996
| Version v1
Journal article
A new non-commutative representation of the Wiener and Poisson processes
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
INIS
- Country of Publication
- France
- Country of Input or Organization
- France
- INIS RN
- 28002387
- Subject category
- S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; S99: GENERAL AND MISCELLANEOUS;
- Descriptors DEI
- ANNIHILATION OPERATORS; BROWNIAN MOVEMENT; COMMUTATION RELATIONS; CREATION OPERATORS; FOCK REPRESENTATION; GRADED LIE GROUPS; MATHEMATICAL SPACE; QUANTUM MECHANICS; STOCHASTIC PROCESSES; TRAJECTORIES
- Descriptors DEC
- LIE GROUPS; MATHEMATICAL OPERATORS; MECHANICS; QUANTUM OPERATORS; SPACE; SYMMETRY GROUPS