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Complex Wiener-Itô Chaos Decomposition Revisited
[article]
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