Generalized functionals of Brownian motion

DOI10.1155/S1048953394000250zbMath0820.46041OpenAlexW2127103148MaRDI QIDQ1344647

Nasir Uddin Ahmed

Publication date: 6 September 1995

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/47229

zbMATH Keywords

stochastic differential equationsstochastic distributions\(L_ 2\)-Sobolev spacesgeneralized functionals of Brownian motiongeneralized functionals of HidaHida classWiener measure spaceWiener-Itô classWiener-Itô multiple integrals

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Measures and integration on abstract linear spaces (46G12) Distributions on infinite-dimensional spaces (46F25)

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