Various upper bounds for the L2-norm of theWick product of two measurable functions of a random variable X, having finite moments of any order, together with a universal minimal condition, are proven. The inequalities involve the second quantization operator of a constant times the identity operator. Some conditions ensuring that the constants involved in the second quantization operators are optimal, and interesting examples satisfying these conditions are also included.
LANCONELLI A, STAN A (2008). Holder type inequalities for norms of Wick products. JOURNAL OF APPLIED MATHEMATICS AND STOCHASTIC ANALYSIS, 2008, 1-22 [10.1155/2008/254897].
Holder type inequalities for norms of Wick products
LANCONELLI AInvestigation
;
2008
Abstract
Various upper bounds for the L2-norm of theWick product of two measurable functions of a random variable X, having finite moments of any order, together with a universal minimal condition, are proven. The inequalities involve the second quantization operator of a constant times the identity operator. Some conditions ensuring that the constants involved in the second quantization operators are optimal, and interesting examples satisfying these conditions are also included.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
