Operators of stochastic differentiation on spaces of nonregular test functions of Lévy white noise analysis (Q2822220)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Operators of stochastic differentiation on spaces of nonregular test functions of Lévy white noise analysis |
scientific article; zbMATH DE number 6630278
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Operators of stochastic differentiation on spaces of nonregular test functions of Lévy white noise analysis |
scientific article; zbMATH DE number 6630278 |
Statements
27 September 2016
0 references
stochastic differentiation
0 references
nonregular rigging
0 references
chaotic representation
0 references
Operators of stochastic differentiation on spaces of nonregular test functions of Lévy white noise analysis (English)
0 references
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.
0 references