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Complex Wiener-It\^o Chaos Decomposition Revisited

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arxiv 1902.09111 v1 pith:WFDHQV45 submitted 2019-02-25 math.PR

Complex Wiener-It\^o Chaos Decomposition Revisited

classification math.PR
keywords complexformulawiener-itintegralsmultipleornstein-uhlenbecksemigroupsapplication
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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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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