Operators of stochastic differentiation on spaces of nonregular test functions of Lévy white noise analysis (Q2822220)

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scientific article; zbMATH DE number 6630278
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Operators of stochastic differentiation on spaces of nonregular test functions of Lévy white noise analysis
scientific article; zbMATH DE number 6630278

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    27 September 2016
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    stochastic differentiation
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    nonregular rigging
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    chaotic representation
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    Operators of stochastic differentiation on spaces of nonregular test functions of Lévy white noise analysis (English)
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    From the text: In this paper we introduce and study the operators of stochastic differentiation on the spaces of test functions that belong to the nonregular rigging of \((L^2)\). In the first section we introduce a Lévy process \(L\) and construct a convenient for our considerations probability triplet connected with \(L\); then \dots we describe in detail Lytvynov's generalization of the chaotic representation property, the nonregular rigging of \((L^2)\), and stochastic integrals and derivatives on the spaces that belong to the rigging. In the second section we deal with the operators of stochastic differentiation.
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