Wick calculus on spaces of regular generalized functions of Levy white noise analysis
From MaRDI portal
Publication:4583470
DOI10.15330/cmp.10.1.82-104zbMath1409.60104OpenAlexW2887049616MaRDI QIDQ4583470
Publication date: 30 August 2018
Published in: Carpathian Mathematical Publications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15330/cmp.10.1.82-104
Processes with independent increments; Lévy processes (60G51) Operations with distributions and generalized functions (46F10) White noise theory (60H40) Stochastic integrals (60H05) Distributions on infinite-dimensional spaces (46F25)
Related Items (3)
On Wick calculus on spaces of nonregular generalized functions of Levy white noise analysis ⋮ On the relationship between Wick calculus and stochastic integration in the Lévy white noise analysis ⋮ Interconnection between Wick multiplication and integration on spaces of nonregular generalized functions in the Lévy white noise analysis
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- White noise analysis for Lévy processes.
- Stochastic processes and orthogonal polynomials
- Chaotic and predictable representations for Lévy processes.
- Functional analysis. Vol. 1-2. Transl. from the Russian by Peter V. Malyshev
- Non-Gaussian analysis and hypergroups
- Wick calculus in Gaussian analysis
- On extended stochastic integrals with respect to Lévy processes
- On operators of stochastic differentiation on spaces of regular test and generalized functions of Lévy white noise analysis
- ORTHOGONAL DECOMPOSITIONS FOR LÉVY PROCESSES WITH AN APPLICATION TO THE GAMMA, PASCAL, AND MEIXNER PROCESSES
- Stochastic integral of Hitsuda–Skorokhod type on the extended Fock space
- Spectral Type of the Shift Transformation of Differential Processes With Stationary Increments
- AN EXTENDED STOCHASTIC INTEGRAL AND A WICK CALCULUS ON PARAMETRIZED KONDRATIEV-TYPE SPACES OF MEIXNER WHITE NOISE
- On a Generalization of a Stochastic Integral
- Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Levy Processes
- Fock factorizations, and decompositions of theL2spaces over general Lévy processes
- Extended Stochastic Integral and Wick Calculus on Spaces of Regular Generalized Functions Connected with Gamma Measure
- Operators of stochastic differentiation on spaces of nonregular generalized functions of Levy white noise analysis
This page was built for publication: Wick calculus on spaces of regular generalized functions of Levy white noise analysis
