Stochastics and Dynamics
BAYES' FORMULA FOR SECOND QUANTIZATION OPERATORS
Alberto Lanconelli
Abstract
The Bayes' formula provides the relationship between conditional expectations with respect to absolutely continuous measures. The conditional expectation is in the context of the Wiener space — an example of second quantization operator. In this note we obtain a formula that generalizes the above-mentioned Bayes' rule to general second quantization operators.