On Wick calculus and its relationship with stochastic integration on spaces of regular test functions in the Lévy white noise analysis
DOI10.15330/CMP.14.1.194-212zbMath1502.60086OpenAlexW4283524617WikidataQ114006943 ScholiaQ114006943MaRDI QIDQ5053792
Publication date: 7 December 2022
Published in: Carpathian Mathematical Publications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15330/cmp.14.1.194-212
Processes with independent increments; Lévy processes (60G51) White noise theory (60H40) Stochastic integrals (60H05) Topological linear spaces of test functions, distributions and ultradistributions (46F05) Distributions on infinite-dimensional spaces (46F25)
Cites Work
- 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
- On Wick calculus on spaces of nonregular generalized functions of Levy white noise analysis
- Interconnection between Wick multiplication and integration on spaces of nonregular generalized functions in the Lévy white noise analysis
- Operators of stochastic differentiation on spaces of nonregular generalized functions of Levy white noise analysis
- Unnamed Item
This page was built for publication: On Wick calculus and its relationship with stochastic integration on spaces of regular test functions in the Lévy white noise analysis
