Levy White Noise Calculus Based on Interaction Exponents.pdf

Le?vy White Noise Calculus Based on Interaction Exponents ? ZHIYUAN HUANG and YING WU Department of Mathematics, Huazhong University of Science and Technology, Wuhan, P.R. China 430074 Abstract: Consider the Le?vy white noise space (S?, μ), where S? is the space of Schwartz tempered distributions over IRd and μ is a Le?vy white noise measure lifted from a 1-dimensional infinitely divisible distribution with finite moments. By lifting the generating function of orthogonal polynomials, we construct the renormalization kernels explicitly. Moreover, we define inner products in n-particle spaces in terms of traces on the “diagonals” and obtain a unified explicit chaotic representation of Le?vy white noise functionals in terms of interacting Fock spaces. The interacting feature is completely determined by a function g which is referred to as “ interaction exponent”. This method enables us to easily obtain a general form of the Le?vy field operators. Mathematics Subject Classifications(2000): 60H40, 81T08, 46F25. Key words: orthogonal polynomials, Le?vy white noise, interaction exponent, renormalization kernels, interacting Fock space, field operators. 1. Introduction The white noise theory was initiated by T.Hida (cf.[4]). Recently it has been greatly developed in non-Gaussian cases (e.g. the Poisson white noise analysis in [7,9], the gamma white noise calculus in [2,8,9,13], the Meixner white noise calculus in [13,14] and general cases in [1,5,6,10,12,17,18,21]), especially in the chaotic representation of Le?vy white noise functionals. Basically there are two strategies in these constructions: the first one involves so-called “extended Fock spaces” (cf.[2,8,9,13,14]); another one uses vector-valued (i.e. L2(ν)-valued, where ν is the Le?vy measure) Fock expansion in terms of iterated integrals with respect to so-called “power jump processes” (cf.[17,18] and also [21] for a general discussion of Fock factorization). The present paper is a continuation of the work in [5,6]