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arXiv:1902.09111 [math.PR]AbstractReferencesReviewsResources

Complex Wiener-Itô Chaos Decomposition Revisited

Yong CHEN, Yong LIU

Published 2019-02-25Version 1

In this article, some properties of complex Wiener-It\^o multiple integrals and complex Ornstein-Uhlenbeck operators and semigroups are obtained. Those include Stroock's formula, Hu-Meyer formula, Clark-Ocone formula and the hypercontractivity of complex Ornstein-Uhlenbeck semigroups. As an application, several expansions of the fourth moments of complex Wiener-It\^o multiple integrals are given.

Comments: 22 pages
Categories: math.PR
Subjects: 60H07, 60F25
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