摘要
In this article, some properties of complex Wiener-It? 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-It? multiple integrals are given.
In this article, some proper ties of complex Wiener-Ito multiple integrals and complex Ornstein-Uhlenbeck opera tors 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-Ito multiple integrals are given.
作者
Yong CHEN
Yong UU
陈勇;刘勇(College of Mathematics and Information Science,Jiangxi Normal University,Nanchang 330022,China;LMAM School of Mathematical Sciences,Peking University,Beijing 100871,China)
基金
Supported by NSFC(11871079)
NSFC (11731009)
Center for Statistical Science,PKU
作者简介
陈勇,E-mail:zhishi@pku.org.cn;chenyong77@gmail.com;刘勇,E-mail:liuyong@math.pku.edu.cn.
