Calculus on Gaussian white noise. III
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Publication:1170825
DOI10.3792/PJAA.57.433zbMath0497.60072OpenAlexW4247257016MaRDI QIDQ1170825
Publication date: 1981
Published in: Proceedings of the Japan Academy. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3792/pjaa.57.433
Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Generalized stochastic processes (60G20)
Related Items (13)
White noise approach to stochastic integration ⋮ White noise calculus in applications to stochastic equations in Hilbert spaces ⋮ Brownian functionals and applications ⋮ An anticipatory Itô formula ⋮ Calculus on Gaussian and Poisson white noises ⋮ Stochastic integration via white noise analysis ⋮ A remark on the space of testing random variables in the white noise calculus ⋮ Stochastic integrals for nonprevisible, multiparameter processes ⋮ The Fourier transform in white noise calculus ⋮ White noise approach to multiparameter stochastic integration ⋮ THE REPRESENTATION OF STRONGLY CONTINUOUS OPERATOR SEMIGROUPS ON VECTOR BUNDLES AS HIDA DISTRIBUTIONS ⋮ Calculus on Gaussian white noise. IV ⋮ The Lévy Laplacian and stable processes
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