Communications on Stochastic Analysis
On the extension of a basic property of conditional expectations to second quantization operators
Alberto Lanconelli
Abstract
The aim of this paper is to investigate whether a fundamental property of conditional expectations holds true for second quantization operators.We provide necessary and sufficient conditions for that and we show how they reduce for specific choices of operators.Our proofs are based on two crucial formulas which relates Wick and ordinary products.New proofs for these two formulas are also given.2000