On stochastic differential equations driven by the renormalized square of the Gaussian white noise

DOI10.1142/S0219025715500253zbMath1334.60100arXiv1501.03360OpenAlexW2963636019MaRDI QIDQ2790330

Alberto Lanconelli, Bilel Kacem Ben Ammou

Publication date: 3 March 2016

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.03360

zbMATH Keywords

Wick productstochastic differential equationsGaussian white noiseHida distributions

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) White noise theory (60H40)

Cites Work

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