Analysis on Poisson and Gamma spaces

Kondratiev Y, Da Silva JL, Streit L, Us GF. Analysis on Poisson and Gamma spaces. INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS. 1998;1(1):91-117.We study the spaces of Poisson, compound Poisson and Gamma noises as special cases of a general approach to non-Gaussian white noise calculus, see Ref. 18. We use a known unitary isomorphism between Poisson and compound Poisson spaces in order to transport analytic structures from Poisson space to compound Poisson space. Finally we study a Fock type structure of chaos decomposition on Gamma space