Operators of stochastic differentiation on spaces of nonregular generalized functions of Levy white noise analysis

DOI10.15330/cmp.8.1.83-106zbMath1343.60100OpenAlexW2468156415MaRDI QIDQ5740297

Nikolai A. Kachanovsky

Publication date: 26 July 2016

Published in: Carpathian Mathematical Publications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15330/cmp.8.1.83-106

zbMATH Keywords

stochastic differentiationLévy white noiseextended stochastic integral

Mathematics Subject Classification ID

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)

Related Items (5)

On Wick calculus and its relationship with stochastic integration on spaces of regular test functions in the Lévy white noise analysis ⋮ Wick calculus on spaces of regular generalized functions of Levy white noise analysis ⋮ On Wick calculus on spaces of nonregular generalized functions of Levy white noise analysis ⋮ Operators of stochastic differentiation 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

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