Abstract
In this paper we consider Wick products of complex valued random variables. We prove that Wick products of such variables coincide with the ordinary product in a variety of cases. Ordinary SDEs are considered in relation to their Wick versions. We present examples where these notions are equivalent in the complex case.
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© 1996 Birkhäuser Boston
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Benth, F.E., Øksendal, B., Ubøe, J., Zhang, T. (1996). Wick products of complex valued random variables. In: Körezlioğlu, H., Øksendal, B., Üstünel, A.S. (eds) Stochastic Analysis and Related Topics V. Progress in Probability, vol 38. Birkhäuser Boston. https://doi.org/10.1007/978-1-4612-2450-1_7
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DOI: https://doi.org/10.1007/978-1-4612-2450-1_7
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