Hölder-Type Inequalities for Norms ofWick Products

[摘要] Various upper bounds for theL2-norm of the Wick product of twomeasurable functions of a random variableX, having finite momentsof any order, together with a universal minimal condition, are proven. The inequalities involve the second quantization operator of a constanttimes the identity operator. Some conditions ensuring that the constantsinvolved in the second quantization operators are optimal, and interestingexamples satisfying these conditions are also included.

[学科分类] 应用数学