Open AccessA decomposition of multiple Wiener integrals by the Lévy process and Lévy Laplacian
Author(s) -
Atsushi Ishikawa
Publication year - 2008
Publication title -
communications on stochastic analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.224
H-Index - 10
eISSN - 2688-6669
pISSN - 0973-9599
DOI - 10.31390/cosa.2.3.07
Subject(s) - decomposition , mathematics , laplace operator , pure mathematics , mathematical analysis , chemistry , organic chemistry
In this paper, we consider the Lévy Laplacian acting on multiple Wiener integrals by the Lévy process, and give a necessary and sufficient condition for eigenfunctions of the Lévy Laplacian. Moreover we give a decomposition by eigenspaces consisting of multiple Wiener integrals by the Lévy process in terms of the Lévy Laplacian.
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