Products and transforms of white-noise functionals (in general setting)

DOI10.1007/BF01182785zbMath0821.60071OpenAlexW2023568449MaRDI QIDQ1344941

Jia'an Yan

Publication date: 18 September 1995

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

Full work available at URL: https://doi.org/10.1007/bf01182785

zbMATH Keywords

white noise analysisWick producttranslationscaling transformationgradient operatorSobolev derivativeWiener product

Mathematics Subject Classification ID

Operations with distributions and generalized functions (46F10) Stochastic analysis (60H99) Distributions on infinite-dimensional spaces (46F25)

Related Items (10)

A white noise approach to infinitely divisible distributions on Gel'fand triple ⋮ $\delta $-function of an operator: A white noise approach ⋮ Euler's theorem for homogeneous white noise operators ⋮ A NEW IDEA TO DEFINE THE δ-FUNCTION OF AN OBSERVABLE IN THE CONTEXT OF WHITE NOISE ANALYSIS ⋮ On discrete time hedging errors in a fractional Black-Scholes model ⋮ Substitution to parametrized generalized Wiener functionals and pinned Brownian local times ⋮ DELTA FUNCTIONS OF OBSERVABLES AND RADON–NIKODYM DERIVATIVES OF SPECTRAL MEASURES ⋮ Wick calculus for nonlinear Gaussian functionals ⋮ Imbedding of infinite dimensional distributions into simplified Colombeau type algebras ⋮ A complex scaling approach to sequential Feynman integrals

Cites Work

• Rotation-invariant operators on white noise functionals
• Calculus on Gaussian white noise. I
• A characterization of Hida distributions
• Analytic version of test functionals, Fourier transform, and a characterization of measures in white noise calculus
• Continuity of affine transformations of white noise test functionals and applications
• A remark on the space of testing random variables in the white noise calculus
• On a double Riemann–Hilbert approach to stimulated Raman scattering
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