The aim of this paper is to investigate whether a fundamental property of conditional expectations holds true for second quantization oper- ators. We provide necessary and su±cient conditions for that and we show how they reduce for speci¯c choices of operators. Our proofs are based on two crucial formulas which relates Wick and ordinary products. New proofs for these two formulas are also given.
LANCONELLI A (2009). On the extension to second quantization operators of a basic property of conditional expectations. COMMUNICATIONS ON STOCHASTIC ANALYSIS, 3(3), 369-381.
On the extension to second quantization operators of a basic property of conditional expectations
LANCONELLI A
Investigation
2009
Abstract
The aim of this paper is to investigate whether a fundamental property of conditional expectations holds true for second quantization oper- ators. We provide necessary and su±cient conditions for that and we show how they reduce for speci¯c choices of operators. Our proofs are based on two crucial formulas which relates Wick and ordinary products. New proofs for these two formulas are also given.File in questo prodotto:
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