TITLE:
Skorohod Integral at Vacuum State on Guichardet-Fock Spaces
AUTHORS:
Jihong Zhang, Yongjun Li, Xiaochun Sun
KEYWORDS:
Moment Identities, Girsanov Identities, Hermitpolynomial, Skorohod Integral, Guichardet-Fock Spaces
JOURNAL NAME:
Journal of Applied Mathematics and Physics,
Vol.4 No.7,
July
25,
2016
ABSTRACT:
In
this paper, we define
expectation of f∈F, i.e. E(f)=f(?), according to Wiener-Ito-Segal isomorphic
relation between Guichardet-Fock space F and
Wienerspace W. Meanwhile, we
derive a formula for the expectation of random Hermite polynomial in Skorohod integral on Guichardet- Fock spaces. In particular, we prove that the anticipative Girsanov identities under the
condition E(Hx(δ(x),‖x‖2)),n≥1on
Guichardet-Fock spaces.