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Erschienen in:
1993 | OriginalPaper | Buchkapitel
Positive and Strongly Positive Wiener Functionals
verfasst von : David Nualart, Moshe Zakai
Erschienen in: Barcelona Seminar on Stochastic Analysis
Verlag: Birkhäuser Basel
Enthalten in: Professional Book Archive
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Let F(W) = ∑∞ n=0 I (f) be the representation of the Wiener functional F. The positivity index of F is defined to be supremum of all λ > 0 such that ∑∞n=0λnI(f) is a positive functional. It is shown that, in a suitable setup, if the index of positivity of two functionals is non zero, so is the index of positivity of their Wick product and characterizations of the case where the index of positivity is infinite (i.e., F is strongly positive) are presented