A Construction of Non-Gaussian White Noise Analysis using the Theory of Hypercomplex Systems

M. Zakarya; A. S. Okb El Bab; Hossam A. Ghany

Authors

M. Zakarya
A. S. Okb El Bab
Hossam A. Ghany

white noise analysis, biorthogonal approach, hypercomplex systems, wick calculus

Abstract

In this paper, we present a generalization of white noise analysis to the case of non-Gaussian measures. For this purpose, we use a biorthogonal approach in which instead of the exponentials the characters of commutative hypercomplex systems are employed. Moreover, we construct the elements of Wick calculus in a non-Gaussian setting.

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A Construction of Non-Gaussian White Noise Analysis using the Theory of Hypercomplex Systems. (2016). Global Journal of Science Frontier Research, 16(2), 11-25. https://journalofscience.org/index.php/GJSFR/article/view/

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References

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