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Hölder-Type Inequalities for Norms of Wick Products

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  • Alberto Lanconelli
  • Aurel I. Stan

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.

Suggested Citation

  • Alberto Lanconelli & Aurel I. Stan, 2008. "Hölder-Type Inequalities for Norms of Wick Products," International Journal of Stochastic Analysis, Hindawi, vol. 2008, pages 1-22, May.
    • Handle: RePEc:hin:jnijsa:254897
    DOI: 10.1155/2008/254897
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