论文标题
内核表示公式从复杂到真正的Wiener-Ito积分，反之亦然
Kernel representation formula from complex to real Wiener-Ito integrals and vice versa
论文作者
论文摘要
我们清楚地表征了真实和复杂的维也纳ITO积分之间的关系。鉴于复杂的多个Wiener-Ito积分，我们可以为其真实和虚构部分的两个内核获得明确的表达式。相反，考虑一个二维的真实维也纳ITO积分，我们通过复杂的Wiener-Ito积分的有限总和获得表示公式。主要工具是递归技术和Malliavin衍生型操作员。我们在真实和复杂的维也纳ITO积分之间建造一座桥梁。
We clearly characterize the relation between real and complex Wiener-Ito integrals. Given a complex multiple Wiener-Ito integral, we get explicit expressions for two kernels of its real and imaginary parts. Conversely, consider a two-dimensional real Wiener-Ito integral, we obtain the representation formula by a finite sum of complex Wiener-Ito integrals. The main tools are a recursion technique and Malliavin derivative operators. We build a bridge between real and complex Wiener-Ito integrals.
