Finite dimensional Hida distributions

DOI10.1006/jfan.1995.1022zbMath0892.46045OpenAlexW1967285843MaRDI QIDQ1891797

Izumi Kubo, Hui-Hsiung Kuo

Publication date: 3 August 1998

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jfan.1995.1022

zbMATH Keywords

Fourier transformwhite noise analysisSchwartz distributionsHida distributionGaussian random variablesOrnstein-Uhlenbeck operatorGel'fand triplegeneralized Itô formulasecond quantization operatorstandard Gaussian measureWiener-Itô decomposition theorem

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Measures and integration on abstract linear spaces (46G12) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11) Distributions on infinite-dimensional spaces (46F25) (Generalized) eigenfunction expansions of linear operators; rigged Hilbert spaces (47A70)

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