Wick multiplication and its relationship with integration and stochastic differentiation on spaces of nonregular test functions in the Lévy white noise analysis

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

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ORTHOGONAL DECOMPOSITIONS FOR LÉVY PROCESSES WITH AN APPLICATION TO THE GAMMA, PASCAL, AND MEIXNER PROCESSES
Spectral Type of the Shift Transformation of Differential Processes With Stationary Increments
Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Levy Processes
Wick calculus on spaces of regular generalized functions of Levy white noise analysis
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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
Malliavin Calculus for Lévy Processes with Applications to Finance

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