We construct a white noise theory for the Canonical Lévy Process introduced by Solé, Utzet, and Vives. The construction is based on the alternative construction of the chaos expansion of square integrable random variables. Then we establish a white noise characterization in the space of generalized distributions, and prove a Wick-Skorohod identity. Finally, we prove a Clark-Ocone theorem in L 2 (P) for the Canonical Lévy space.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.