Wiener distributions and white noise analysis
From MaRDI portal
Publication:1198462
DOI10.1007/BF01218396zbMath0754.60036OpenAlexW2005363369MaRDI QIDQ1198462
Mylan Redfern, David E. Betounes
Publication date: 16 January 1993
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01218396
Related Items (3)
Trace operators, Feynman distributions, and multiparameter white noise ⋮ Stochastic integrals for nonprevisible, multiparameter processes ⋮ COMPLEX WHITE NOISE ANALYSIS
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- White-noise approach to Malliavin's calculus
- Brownian functionals and applications
- White noise approach to multiparameter stochastic integration
- Itô's lemma without non-anticipatory conditions
- Generalized Brownian functionals and stochastic integrals
- Generalized stochastic integrals and the Malliavin calculus
- On positive generalized functionals
- Stochastic calculus with anticipating integrands
- Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels
- White noise approach to stochastic integration
- Calculus on Gaussian white noise. I
- A characterization of Hida distributions
- The Fourier transform in white noise calculus
- Multiple Wiener integral
- Ito's formula for continuous (N,d)-processes
- Martingales and stochastic integrals for processes with a multi-dimensional parameter
- On structure of the algebra of field operators
This page was built for publication: Wiener distributions and white noise analysis