In this paper, we define expectation of f∈F, i.e. E(f)=f(?), according to Wiener-Ito-Segal isomorphic relation between Guichardet-Fock space F and Wienerspace W. Meanwhile, we derive a formula for the expectation of ...In this paper, we define expectation of f∈F, i.e. E(f)=f(?), according to Wiener-Ito-Segal isomorphic relation between Guichardet-Fock space F and Wienerspace W. Meanwhile, we derive a formula for the expectation of random Hermite polynomial in Skorohod integral on Guichardet- Fock spaces. In particular, we prove that the anticipative Girsanov identities under the condition E(H<sub>x</sub>(δ(x),‖x‖<sup>2</sup>)),n≥1 on Guichardet-Fock spaces.展开更多
文摘In this paper, we define expectation of f∈F, i.e. E(f)=f(?), according to Wiener-Ito-Segal isomorphic relation between Guichardet-Fock space F and Wienerspace W. Meanwhile, we derive a formula for the expectation of random Hermite polynomial in Skorohod integral on Guichardet- Fock spaces. In particular, we prove that the anticipative Girsanov identities under the condition E(H<sub>x</sub>(δ(x),‖x‖<sup>2</sup>)),n≥1 on Guichardet-Fock spaces.
