1999/08/07 by Yuri Kondratiev, Jose Luis Silva, Ludwig Streit +1
Mathematics · #math.FA
published as Infinite Dimensional Analysis, Quantum Probability and Related Topics, Vol. 1 N.1, p.91--117, 1998 · 34 pages
arxiv created 1999/08/07 · arxiv updated 2009/11/30
We study the spaces of Poisson, compound Poisson and Gamma noises as special cases of a general approach to non-Gaussian white noise calculus, see \citeKSS96. We use a known unitary isomorphism between Poisson and compound Poisson spaces in order to transport analytic structures from Poisson space to compound Poisson space. Finally we study a Fock type structure of chaos decomposition on Gamma space.