Analysis on Poisson and Gamma Spaces
Analysis on Poisson and Gamma Spaces
We study the spaces of Poisson, compound Poisson and Gamma noises as special cases of a general approach to non-Gaussian white noise calculus, see Ref. 18. We use a known unitary isomorphism between Poisson and compound Poisson spaces in order to transport analytic structures from Poisson space to compound Poisson …