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Notes on the Wiener semigroup and renormalization. (English) Zbl 0744.60061

Séminaire de probabilités, Lect. Notes Math. 1485, 79-94 (1991).
[For the entire collection see Zbl 0733.00018.]
By using white noise analysis, one obtains some results on Wiener semigroup of infinite dimension. The renormalization operator \(R\) is the operator which transforms a Stratonovich multiple integral into a Wiener multiple integral. Various theorems regarding \(R\) are given, as well as the explicit form of renormalization.

MSC:

60H05 Stochastic integrals

Citations:

Zbl 0733.00018
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