Complex Wiener-Itô Chaos Decomposition Revisited [article]

Yong CHEN, Yong LIU
2019 arXiv   pre-print
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.
arXiv:1902.09111v1 fatcat:3isycf5genbu5gvpdrhztgwzwy