2022
DOI: 10.1002/mma.8291
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Toward infinite‐dimensional Clifford analysis

Abstract: Clifford analysis is a higher dimensional function theory and a refinement of harmonic analysis. We will extend Clifford analysis to the infinite‐dimensional setting. To do that, we have to introduce infinite‐dimensional Clifford algebras and the infinite‐dimensional Dirac operator. The paper's main result is the Wiener chaos decomposition in Clifford analysis. We apply the decomposition to white noise and Brownian motion.

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Cited by 2 publications
(3 citation statements)
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“…Air parameters: initial pressure 𝑝 , initial density 𝜌 ; 3. Soil parameters: soil density 𝜌 , soil elastic modulus 𝐸, sound velocity 𝑐; Geometric parameters: distance between explosion center 𝑅, height 𝐻 from explosion center to seismic measuring point [24,25].…”
Section: Particle Vibration Acceleration Functional Relationship Modelmentioning
confidence: 99%
“…Air parameters: initial pressure 𝑝 , initial density 𝜌 ; 3. Soil parameters: soil density 𝜌 , soil elastic modulus 𝐸, sound velocity 𝑐; Geometric parameters: distance between explosion center 𝑅, height 𝐻 from explosion center to seismic measuring point [24,25].…”
Section: Particle Vibration Acceleration Functional Relationship Modelmentioning
confidence: 99%
“…Especially, a probability space, random variables, and stochastic process will be introduced. Some of the results presented in this section are built upon extending the work [7], where first steps towards stochastic Clifford analysis have been made. The final goal of this section is to introduce martingales in the Clifford setting.…”
Section: Random Variables Stochastic Processes and Martingales In The...mentioning
confidence: 99%
“…Further ideas on generalising stochastic calculus to Clifford analysis have been presented in [7], where, among other results, Clifford random variables, Clifford white noise, and Clifford chaos expansion with the help of Hermite polynomials have been introduced. In this paper, we further extend and refine the results from [7] by discussing martingales, Brownian motion, and Itô formula in the Clifford setting. This way, we broaden ideas from [13,14,24] on complex Brownian motion and the Itô formula to the hypercomplex setting.…”
Section: Introductionmentioning
confidence: 99%