Generalized Brownian functionals and stochastic integrals

DOI10.1007/BF01449038zbMath0565.60050MaRDI QIDQ1058777

Takeyuki Hida

Publication date: 1984

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

Laplace-Beltrami operatorcreation operatorgeneralized functionsannihilation operatorFock decompositiongeneralized Brownian functionals.

Mathematics Subject Classification ID

Gaussian processes (60G15) Generalized stochastic processes (60G20) Quantum field theory; related classical field theories (81T99) Stochastic integrals (60H05)

Related Items (6)

Conformal invariance of white noise ⋮ White noise analysis and Tanaka formula for intersections of planar Brownian motion ⋮ A characterization of Hida distributions ⋮ A quantum nonadapted Ito formula and stochastic analysis in Fock scale ⋮ A quantum nonadapted Ito formula and stochastic analysis in Fock scale ⋮ Wiener distributions and white noise analysis

Cites Work

• Brownian functionals and applications
• Generalized Brownian functionals and the Feynman integral
• Calculus on Gaussian white noise. I
• Unnamed Item

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