On the relationship between Wick calculus and stochastic integration in the Lévy white noise analysis

DOI10.1007/S40879-019-00317-8OpenAlexW2914818533MaRDI QIDQ1987707

Nikolai A. Kachanovsky, Maria M. Frei

Publication date: 15 April 2020

Published in: European Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40879-019-00317-8

zbMATH Keywords

Wick productLévy processextended stochastic integral

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) White noise theory (60H40) Stochastic integrals (60H05) Distributions on infinite-dimensional spaces (46F25)

Related Items (1)

Interconnection between Wick multiplication and integration on spaces of nonregular generalized functions in the Lévy white noise analysis

Cites Work

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