Abstract
Let F(W) = ∑∞ n=0 I (f) be the representation of the Wiener functional F. The positivity index of F is defined to be supremum of all λ > 0 such that ∑∞n=0λn I(f) is a positive functional. It is shown that, in a suitable setup, if the index of positivity of two functionals is non zero, so is the index of positivity of their Wick product and characterizations of the case where the index of positivity is infinite (i.e., F is strongly positive) are presented
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© 1993 Springer Basel AG
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Nualart, D., Zakai, M. (1993). Positive and Strongly Positive Wiener Functionals. In: Nualart, D., Solé, M.S. (eds) Barcelona Seminar on Stochastic Analysis. Progress in Probability, vol 32. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-8555-3_8
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DOI: https://doi.org/10.1007/978-3-0348-8555-3_8
Publisher Name: Birkhäuser, Basel
Print ISBN: 978-3-0348-9677-1
Online ISBN: 978-3-0348-8555-3
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