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- W2065868493 abstract "Let S′ be the space of tempered distributions on R and Λ the Lévy noise measure on S′. In this paper, we derive the closed form of the Segal–Bargmann transform (or the S-transform) of the Lévy functionals on L2(S′, Λ) and show that S-transform is a unitary operator from L2(S′, Λ) onto the space of Bargmann–Segal analytic functions on L2(R2, λ), where dλ=dt⊕u2 dβ0(u) and β0 is the Lévy measure." @default.
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- W2065868493 date "1999-10-01" @default.
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- W2065868493 title "The Segal–Bargmann Transform for Lévy Functionals" @default.
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- W2065868493 doi "https://doi.org/10.1006/jfan.1999.3452" @default.
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