Complex Wiener-It\^o Chaos Decomposition Revisited
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🧮 math.PR
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complexformulawiener-itintegralsmultipleornstein-uhlenbecksemigroupsapplication
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In this article, some properties of complex Wiener-It\^o multiple integrals and complex Ornstein-Uhlenbeck operators and semigroups are obtained. Those include Stroock's formula, Hu-Meyer formula, Clark-Ocone formula and the hypercontractivity of complex Ornstein-Uhlenbeck semigroups. As an application, several expansions of the fourth moments of complex Wiener-It\^o multiple integrals are given.
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