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A Hölder inequality for norms of Poissonian Wick products. (English) Zbl 1279.60087

Summary: An understanding of the second quantization operator of a constant times the identity operator and the Poissonian Wick product, without using the orthogonal Charlier polynomials, is presented first. We use both understanding, with and without the Charlier polynomials, to prove some inequalities about the norms of Poissonian Wick products. These inequalities are the best ones in the case of \(L^{1}\), \(L^{2}\), and \(L^{\infty}\) norms. We close the paper with some probabilistic interpretations of the Poissonian Wick product.

MSC:

60H40 White noise theory
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
46B70 Interpolation between normed linear spaces
Full Text: DOI

References:

[1] DOI: 10.1090/S0002-9939-02-06564-4 · Zbl 1028.46038 · doi:10.1090/S0002-9939-02-06564-4
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