2019/02/25 by Yong Chen, Yong Liu, CHEN, Yong +1
Mathematics · #Algebraic and Geometric Analysis #Mathematical Analysis and Transform Methods #Mathematical functions and polynomials
paper · pdf · doi:10.48550/arxiv.1902.09111
In this article, some properties of complex Wiener-Itô 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-Itô multiple integrals are given.