Ito’s formula and Levy’s Laplacian

DOI10.1017/S0027763000002658zbMath0646.60070MaRDI QIDQ3790412

Kimiaki Saitô

Publication date: 1987

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

Lévy Laplacianshift operatorItô's formulageneralized functionals of two-dimensional parameter white noiseHida's white noise analysis

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalized stochastic processes (60G20) Stochastic integrals (60H05) Linear operators on function spaces (general) (47B38) Stochastic integral equations (60H20)

Related Items (10)

CAUCHY PROBLEMS ASSOCIATED WITH THE LÉVY LAPLACIAN IN WHITE NOISE ANALYSIS ⋮ DIAGONALIZATION OF THE LÉVY LAPLACIAN AND RELATED STABLE PROCESSES ⋮ A note on certain permutation groups in the infinite dimensional rotation group ⋮ Infinite dimensional rotations and Laplacians in terms of white noise calculus ⋮ Lévy Laplacian of generalized functions on a nuclear space ⋮ A (C_o)-group generated by the lévy laplacian ⋮ A class of generalized Lévy Laplacians in infinite dimensional calculus ⋮ THE EXOTIC (HIGHER ORDER LÉVY) LAPLACIANS GENERATE THE MARKOV PROCESSES GIVEN BY DISTRIBUTION DERIVATIVES OF WHITE NOISE ⋮ The Lévy Laplacian and stable processes ⋮ A C₀-Group Generated by the Lévy Laplacian II

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