Discrete Wick calculus and stochastic functional equations

DOI10.1007/BF00269512zbMath0776.60067MaRDI QIDQ1202914

Helge Holden, Bernt Øksendal, Tom Lindstrøm, Jan Ubøe

Publication date: 26 May 1993

Published in: Potential Analysis (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsFock spaceWick productsWick stochastic functional equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Quantum stochastic calculus (81S25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items

Discrete chaotic calculus and covariance identities ⋮ The pressure equation for fluid flow in a stochastic medium ⋮ Stability properties of stochastic partial differential equations ⋮ Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus ⋮ Clark formula and logarithmic Sobolev inequalities for Bernoulli measures

Cites Work

• Stochastic boundary value problems: A white noise functional approach
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item