On multiplication in $q$-Wiener chaoses
| Autor: | René Schott, Aurélien Deya |
|---|---|
| Přispěvatelé: | Institut Élie Cartan de Lorraine (IECL), Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS), Laboratoire Lorrain de Recherche en Informatique et ses Applications (LORIA), Centre National de la Recherche Scientifique (CNRS)-Université de Lorraine (UL)-Institut National de Recherche en Informatique et en Automatique (Inria), Institut National de Recherche en Informatique et en Automatique (Inria)-Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS), Department of Networks, Systems and Services (LORIA - NSS), Institut National de Recherche en Informatique et en Automatique (Inria)-Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS)-Institut National de Recherche en Informatique et en Automatique (Inria)-Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS) |
| Rok vydání: | 2018 |
| Předmět: |
non-commutative stochastic calculus
Statistics and Probability Pure mathematics q-Brownian motion [MATH.MATH-OA]Mathematics [math]/Operator Algebras [math.OA] 010102 general mathematics 2010 Mathematics Subject Classification. 46L53 60H05 60 Motion (geometry) 01 natural sciences [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] Symmetric function 60H05 60F17 0103 physical sciences Multiplication 010307 mathematical physics 46L53 0101 mathematics Statistics Probability and Uncertainty q-Wiener chaoses Link (knot theory) Brownian motion Mathematics |
| Zdroj: | Electronic Communications in Probability Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2018, 23, ⟨10.1214/17-ECP104⟩ Electron. Commun. Probab. Electronic Communications in Probability, 2018, 23, ⟨10.1214/17-ECP104⟩ |
| ISSN: | 1083-589X |
| DOI: | 10.1214/17-ecp104 |
| Popis: | International audience; We pursue the investigations initiated by Donati-Martin and Effros-Popa regarding the multiplication issue in the chaoses generated by the $q$-Brownian motion ($q\in (-1,1)$), along two directions: $(i)$ We provide a fully-stochastic approach to the problem and thus make a clear link with the standard Brownian setting; $(ii)$ We elaborate on the situation where the kernels are given by symmetric functions, with application to the study of the $q$-Brownian martingales. |
| Databáze: | OpenAIRE |
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