Abstract
In this paper, we derive a formula for the expectation of random Hermite polynomials in Skorohod integrals, extending classical results in the adapted case. As an application we recover, under simple conditions and with short proofs, the anticipative Girsanov identity and quasi-invariance results obtained in Ref. 6 for quasi-nilpotent shifts on the Wiener space.
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More From: Infinite Dimensional Analysis, Quantum Probability and Related Topics
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