THE GROSS DERIVATIVE AND GENERALIZED RANDOM VARIABLES

DOI10.1142/S0219025799000229zbMath1043.60515OpenAlexW2011410672MaRDI QIDQ4810346

Fred Espen Benth

Publication date: 3 September 2004

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

Full work available at URL: https://doi.org/10.1142/s0219025799000229

Mathematics Subject Classification ID

Brownian motion (60J65) White noise theory (60H40) Measures and integration on abstract linear spaces (46G12) Stochastic integral equations (60H20) Distributions on infinite-dimensional spaces (46F25)

Related Items (6)

Evolution systems and continuity equations for white noise functionals ⋮ Stochastic integrals and Gelfand integration in Fréchet spaces ⋮ On operators of stochastic differentiation on spaces of regular test and generalized functions of Lévy white noise analysis ⋮ On Wick calculus on spaces of nonregular generalized functions of Levy white noise analysis ⋮ On stochastic integration for volatility modulated Brownian-driven Volterra processes via white noise analysis ⋮ Operators of stochastic differentiation on spaces of nonregular generalized functions of Levy white noise analysis

Cites Work

• On the positivity of the stochastic heat equation
• A review of white noise analysis from a probabilistic standpoint
• A white noise approach to a class of non-linear stochastic heat equations
• On a dual pair of spaces of smooth and generalized random variables
• Non-Gaussian infinite dimensional analysis
• A General Existence And Uniqueness Theorem For Wick-Sdes In
• On the martingale property for generalized stochastic processes

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