Stochastic integration via white noise analysis

DOI10.1016/S0362-546X(96)00221-0zbMath0899.60057MaRDI QIDQ4378463

Hui-Hsiung Kuo

Publication date: 17 August 1998

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

zbMATH Keywords

white noisestochastic integralHitsuda-Skorokhod integral

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Generalized stochastic processes (60G20)

Cites Work

• White noise approach to stochastic integration
• Calculus on Gaussian white noise. III
• A characterization of Hida distributions
• Gaussian measures in Banach spaces
• White noise calculus and Fock space
• Spaces of white noise distributions: Constructions, descriptions, applications. I
• On a Generalization of a Stochastic Integral
• A Divergence Theorem for Hilbert Space
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