Generalized functions on infinite dimensional spaces and its applications to white noise calculus

DOI10.1016/0022-1236(89)90079-7zbMath0683.46035OpenAlexW2028434758MaRDI QIDQ1824825

Yuh-Jia Lee

Publication date: 1989

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-1236(89)90079-7

zbMATH Keywords

Fourier transformwhite noisegeneralized functionabstract Wiener spacesgeneralized Brownian functionalcomposition of a tempered distribution with the Brownian motionItô formula for generalized Brownian functionalsKubo-Takenaka theorem for stochastic integration

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05) Distributions on infinite-dimensional spaces (46F25)

Related Items (10)

Non-Gaussian complex random fields, their skeletons and path measures ⋮ THE RIESZ REPRESENTATION THEOREM ON INFINITE DIMENSIONAL SPACES AND ITS APPLICATIONS ⋮ A generalization of the Riesz representation theorem to infinite dimensions ⋮ A characterization of Hida distributions ⋮ Analytic version of test functionals, Fourier transform, and a characterization of measures in white noise calculus ⋮ The Taylor map on complex path groups ⋮ A PROBABILISTIC APPROACH TO THE REPRESENTATION OF POSITIVE GENERALIZED WHITE NOISE FUNCTIONALS ⋮ A recurrence formula with respect to the Cameron–Storvick type theorem of the 𝒯-transform ⋮ The Fourier transform in white noise calculus ⋮ Analysis of generalized Lévy white noise functionals

Cites Work

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• Lectures on stochastic differential equations and Malliavin calculus
• Sharp inequalities and regularity of heat semigroup on infinite dimensional spaces
• White noise approach to stochastic integration
• Integral transforms of analytic functions on abstract Wiener spaces
• On Fourier transform of generalized Brownian functionals
• Gaussian measures in Banach spaces
• Integration by parts for abstract Wiener measures
• Calculus on Gaussian white noise. IV
• Potential theory on Hilbert space
• Quadratic functionals of Brownian motion
• Multiple Wiener integral
• Applications of the Fourier-Wiener Transform to Differential Equations on Infinite Dimensional Spaces. I
• An Extension of Weyl's Lemma to Infinite Dimensions

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