Interconnection between Wick multiplication and integration on spaces of nonregular generalized functions in the Lévy white noise analysis (Q5233443): Difference between revisions

Latest revision as of 09:43, 20 July 2024

scientific article; zbMATH DE number 7103574

Language	Label	Description	Also known as
English	Interconnection between Wick multiplication and integration on spaces of nonregular generalized functions in the Lévy white noise analysis	scientific article; zbMATH DE number 7103574

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instance of

scholarly article

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title

Interconnection between Wick multiplication and integration on spaces of nonregular generalized functions in the Lévy white noise analysis (English)

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author

T. Kachanovska

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Nikolai A. Kachanovsky

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published in

Carpathian Mathematical Publications

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publication date

11 September 2019

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zbMATH Keywords

Lévy process

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extended stochastic integral

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Pettis integral

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Wick product

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.15330/cmp.11.1.70-88

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cites work

Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Levy Processes

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Nuclear spaces of functions of infinitely many variables

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Q4040668

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Q4888858

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An extended anyon Fock space and noncommutative Meixner-type orthogonal polynomials in infinite dimensions

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MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES

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White noise analysis for Lévy processes.

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On operators of stochastic differentiation on spaces of regular test and generalized functions of Lévy white noise analysis

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Wick calculus on spaces of regular generalized functions of Levy white noise analysis

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On the relationship between Wick calculus and stochastic integration in the Lévy white noise analysis

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Spectral Type of the Shift Transformation of Differential Processes With Stationary Increments

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Q5745875

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Q3505258

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On extended stochastic integrals with respect to Lévy processes

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On Wick calculus on spaces of nonregular generalized functions of Levy white noise analysis

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

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Q2822220

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Stochastic integral of Hitsuda–Skorokhod type on the extended Fock space

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Isomorphism of Fock space with a space of functions of infinitely many variables

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ORTHOGONAL DECOMPOSITIONS FOR LÉVY PROCESSES WITH AN APPLICATION TO THE GAMMA, PASCAL, AND MEIXNER PROCESSES

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Quantum probability for probabilists

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Chaotic and predictable representations for Lévy processes.

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Stochastic processes and orthogonal polynomials

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Q4064239

0 references

Q5436618

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Q3918835

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Fock factorizations, and decompositions of the<i>L</i><sup>2</sup>spaces over general Lévy processes

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Identifiers

zbMATH Open document ID

1437.46049

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DOI

10.15330/cmp.11.1.70-88

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5233443

@@ Property / cites work @@
+Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Levy Processes
+Normal rank
@@ Property / cites work @@
+Nuclear spaces of functions of infinitely many variables
+Normal rank
@@ Property / cites work @@
+Q4040668
@@ Property / cites work: Q4040668 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4888858
@@ Property / cites work: Q4888858 / rank @@
+Normal rank
@@ Property / cites work @@
+An extended anyon Fock space and noncommutative Meixner-type orthogonal polynomials in infinite dimensions
+Normal rank
@@ Property / cites work @@
+MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES
+Normal rank
@@ Property / cites work @@
+White noise analysis for Lévy processes.
@@ Property / cites work: White noise analysis for Lévy processes. / rank @@
+Normal rank
@@ Property / cites work @@
+On operators of stochastic differentiation on spaces of  regular test and generalized functions of Lévy white noise  analysis
+Normal rank
@@ Property / cites work @@
+Wick calculus on spaces of regular generalized functions of Levy white noise analysis
+Normal rank
@@ Property / cites work @@
+On the relationship between Wick calculus and stochastic integration in the Lévy white noise analysis
+Normal rank
@@ Property / cites work @@
+Q4565474
@@ Property / cites work: Q4565474 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5509277
@@ Property / cites work: Q5509277 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4042404
@@ Property / cites work: Q4042404 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5471003
@@ Property / cites work: Q5471003 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4896047
@@ Property / cites work: Q4896047 / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral Type of the Shift Transformation of Differential Processes With Stationary Increments
+Normal rank
@@ Property / cites work @@
+Q5745875
@@ Property / cites work: Q5745875 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3505258
@@ Property / cites work: Q3505258 / rank @@
+Normal rank
@@ Property / cites work @@
+On extended stochastic integrals with respect to Lévy  processes
+Normal rank
@@ Property / cites work @@
+On Wick calculus on spaces of nonregular generalized  functions of Levy white noise analysis
+Normal rank
@@ Property / cites work @@
+Operators of stochastic differentiation on spaces of nonregular generalized functions of Levy white noise analysis
+Normal rank
@@ Property / cites work @@
+Q2822220
@@ Property / cites work: Q2822220 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic integral of Hitsuda–Skorokhod type on the extended Fock space
+Normal rank
@@ Property / cites work @@
+Isomorphism of Fock space with a space of functions of infinitely many variables
+Normal rank
@@ Property / cites work @@
+ORTHOGONAL DECOMPOSITIONS FOR LÉVY PROCESSES WITH AN APPLICATION TO THE GAMMA, PASCAL, AND MEIXNER PROCESSES
+Normal rank
@@ Property / cites work @@
+Quantum probability for probabilists
@@ Property / cites work: Quantum probability for probabilists / rank @@
+Normal rank
@@ Property / cites work @@
+Chaotic and predictable representations for Lévy processes.
+Normal rank
@@ Property / cites work @@
+Stochastic processes and orthogonal polynomials
@@ Property / cites work: Stochastic processes and orthogonal polynomials / rank @@
+Normal rank
@@ Property / cites work @@
+Q4064239
@@ Property / cites work: Q4064239 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5436618
@@ Property / cites work: Q5436618 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3918835
@@ Property / cites work: Q3918835 / rank @@
+Normal rank
@@ Property / cites work @@
+Fock factorizations, and decompositions of the<i>L</i><sup>2</sup>spaces over general Lévy processes
+Normal rank