Operators of stochastic differentiation on spaces of nonregular generalized functions of Levy white noise analysis (Q5740297): Difference between revisions

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scientific article; zbMATH DE number 6606158

Language	Label	Description	Also known as
English	Operators of stochastic differentiation on spaces of nonregular generalized functions of Levy white noise analysis	scientific article; zbMATH DE number 6606158

Statements

instance of

scholarly article

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title

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

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published in

Carpathian Mathematical Publications

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publication date

26 July 2016

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zbMATH Keywords

Lévy white noise

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stochastic differentiation

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extended stochastic integral

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author

Nikolai A. Kachanovsky

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MaRDI profile type

Publication

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full work available at URL

https://doi.org/10.15330/cmp.8.1.83-106

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cites work

THE GROSS DERIVATIVE AND GENERALIZED RANDOM VARIABLES

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

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Non-Gaussian analysis and hypergroups

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Functional analysis. Vol. 1-2. Transl. from the Russian by Peter V. Malyshev

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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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Q4042404

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

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0 references

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On extended stochastic integrals with respect to Lévy processes

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Q2822220

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

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

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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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Q3996259

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Stochastic processes and orthogonal polynomials

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Q5436618

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Identifiers

zbMATH Open document ID

1343.60100

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Mathematics Subject Classification ID

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10.15330/CMP.8.1.83-106

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Sitelinks

Mathematics(1 entry)

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+THE GROSS DERIVATIVE AND GENERALIZED RANDOM VARIABLES
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+Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Levy Processes
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+Non-Gaussian analysis and hypergroups
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+Functional analysis. Vol. 1-2. Transl. from the Russian by Peter V. Malyshev
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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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@@ Property / cites work @@
+Spectral Type of the Shift Transformation of Differential Processes With Stationary Increments
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+On extended stochastic integrals with respect to Lévy  processes
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+Operators of stochastic differentiation on spaces of nonregular generalized functions of Levy white noise analysis
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@@ Property / cites work @@
+Stochastic integral of Hitsuda–Skorokhod type on the extended Fock space
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@@ 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 @@
+Q3996259
@@ Property / cites work: Q3996259 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic processes and orthogonal polynomials
@@ Property / cites work: Stochastic processes and orthogonal polynomials / rank @@
+Normal rank
@@ Property / cites work @@
+Q5436618
@@ Property / cites work: Q5436618 / rank @@
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