Analysis on Poisson and Gamma spaces
Yuri Kondratiev, Jose Luis Silva, Ludwig Streit, Georgi Us
Abstract
We study the spaces of Poisson, compound Poisson and Gamma noises as special cases of a general approach to non-Gaussian white noise calculus, see KSS96. We use a known unitary isomorphism between Poisson and compound Poisson spaces in order to transport analytic structures from Poisson space to compound Poisson space. Finally we study a Fock type structure of chaos decomposition on Gamma space.
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