Hölder-Type Inequalities for Norms of Wick Products

Alberto Lanconelli and Aurel I. Stan

International Journal of Stochastic Analysis, 2008, vol. 2008, 1-22

Abstract:

Various upper bounds for the ð ¿ 2 -norm of the Wick product of two measurable functions of a random variable ð ‘‹ , 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.

Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:254897

DOI: 10.1155/2008/254897

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