scientific article; zbMATH DE number 885958
From MaRDI portal
Publication:4881598
zbMath0853.60001MaRDI QIDQ4881598
Publication date: 9 June 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stochastic analysis (60H99) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (only showing first 100 items - show all)
Segal-Bargmann transforms of one-mode interacting Fock spaces associated with Gaussian and Poisson measures ⋮ A support theorem for a Gaussian Radon transform in infinite dimensions ⋮ Analytic characterizations of infinite dimensional distributions ⋮ Stochastic Lévy differential operators and Yang–Mills equations ⋮ A New Approach to Stochastic Integration with Respect to Fractional Brownian Motion for No Adapted Processes ⋮ Evolution systems and continuity equations for white noise functionals ⋮ A white noise approach to stochastic currents of Brownian motion ⋮ Transition Probabilities for Processes with Memory on Topological Non-trivial Spaces ⋮ Generalized Scaling Operators in White Noise Analysis and Applications to Hamiltonian Path Integrals with Quadratic Action ⋮ Generalized white noise analysis and topological algebras ⋮ An infinite-dimensional integral identity for the Segal-Bargmann transform ⋮ Stochastic Processes Induced by Singular Operators ⋮ A Stochastic Calculus for Systems with Memory ⋮ Unnamed Item ⋮ $\delta $-function of an operator: A white noise approach ⋮ Spectral integrals of Bernoulli generalized functionals ⋮ Integral representation of generalized grey Brownian motion ⋮ Stochastic analysis for vector-valued generalized grey Brownian motion ⋮ Generalized Grassmann algebras and applications to stochastic processes ⋮ A Feynman–Kac approach for the spatial derivative of the solution to the Wick stochastic heat equation driven by time homogeneous white noise ⋮ Local times for multifractional Brownian motion in higher dimensions: A white noise approach ⋮ Unnamed Item ⋮ Some inequalities and an application of exponential polynomials ⋮ Optimal pointwise approximation of anticipating SDEs ⋮ Derivative of certain stochastic integrals with anticipating integrands ⋮ The fractional evolution equations associated with the quantum fractional number operator ⋮ Stochastic Bernoulli equation on the algebra of generalized functions ⋮ Large deviation principle for the field in prequantum classical statistical field theory ⋮ Transfer operators and conditional expectations: the non-commutative case, the case of mu-Brownian motions and white noise space setting ⋮ Stochastic Clairaut equation on algebra of generalized functions ⋮ Gauge theories in low dimensions: reminiscences of work with Sergio Albeverio ⋮ Quantum fractional Ornstein-Uhlenbeck semigroups and associated potentials ⋮ General transfer formula for stochastic integral with respect to multifractional Brownian motion ⋮ Application of the functional calculus to solving of infinite dimensional heat equation ⋮ On a class of quaternionic positive definite functions and their derivatives ⋮ Distribution spaces and a new construction of stochastic processes associated with the Grassmann algebra ⋮ Self-intersection local times for multifractional Brownian motion in higher dimensions: A white noise approach ⋮ Equivalence of topologies and Borel fields for countably-Hilbert spaces ⋮ Infinite degrees of freedom Weyl representation: Characterization and application ⋮ White noise delta functions and infinite-dimensional Laplacians ⋮ Feynman Integrals for a New Class of Time-Dependent Exponentially Growing Potentials ⋮ ON STOCHASTIC GENERALIZED FUNCTIONS ⋮ Quantum stochastic differential equations in terms of quantum white noise ⋮ Stochastic integration via white noise analysis ⋮ A white noise approach to the Feynman integrand for electrons in random media ⋮ Transformations on white noise functions associated with second order differential operators of diagonal type ⋮ A fundamental solution to the Schrödinger equation with Doss potentials and its smoothness ⋮ Stochastic differential equations—some new ideas ⋮ The sparse structure of high-dimensional integrands ⋮ Stochastic calculus with respect to Gaussian processes ⋮ Mittag-Leffler analysis. II: Application to the fractional heat equation. ⋮ Fractional Gaussian fields: a survey ⋮ An implementation problem for boson fields and quantum Girsanov transform ⋮ Derivative of the Donsker delta functionals ⋮ Bayesian Parameter Identification in Cahn--Hilliard Models for Biological Growth ⋮ Characterization of S-transform for general construction of infinite-dimensional distributions ⋮ Hidden subspace algorithm in white noise analysis ⋮ Generalized Bernoulli Wick differential equation ⋮ A white noise approach to phase space Feynman path integrals ⋮ An Itô Formula of Generalized Functionals and Local Time for Fractional Brownian Sheet ⋮ Unnamed Item ⋮ Implementation problem for the canonical commutation relation in terms of quantum white noise derivatives ⋮ White Noise Approach to stochastic integration ⋮ Algebres nucleaires de fonctions entières et equations aux derivées partielles stochastiques ⋮ Some cauchy problems in white noise analysis and associated semigroups of operators ⋮ White noise-based stochastic calculus with respect to multifractional Brownian motion ⋮ An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion ⋮ Wick calculus for vector-valued Gaussian white noise unctionals ⋮ A white noise approach to infinitely divisible distributions on Gel'fand triple ⋮ Large deviations principle for white noise distributions with growth condition ⋮ Stochastic partial differential equations driven by Lévy space-time white noise. ⋮ Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle ⋮ Quantum white noise Feynman-Kac formula ⋮ Annihilation-derivative, creation-derivative and representation of quantum martingales ⋮ Factorization property of convolutions of white noise operators ⋮ Discretizing Malliavin calculus ⋮ Standardizing densities on Gaussian spaces ⋮ Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order ⋮ Differential equations in spaces of abstract stochastic distributions ⋮ White noise calculus in applications to stochastic equations in Hilbert spaces ⋮ An improved characterisation of regular generalised functions of white noise and an application to singular SPDEs ⋮ Tempered fractional calculus ⋮ A set-indexed fractional Brownian motion ⋮ Riemann-Liouville and Caputo fractional potentials associated with the number operator ⋮ Euler's theorem for homogeneous white noise operators ⋮ Fractional number operator and associated fractional diffusion equations ⋮ On Lévy's Brownian motion and white noise space on the circle ⋮ A generalization of the Riesz representation theorem to infinite dimensions ⋮ Statistical analysis of synchrosqueezed transforms ⋮ The Segal-Bargmann transform for Lévy functionals ⋮ A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs ⋮ An anticipatory Itô formula ⋮ Quantum probability and Levy Laplacians ⋮ Quasilinear stochastic Cauchy problem in abstract Colombeau spaces ⋮ \(\gamma\)-quantum product of white noise operators and applications ⋮ Stochastic integral convergence: a white noise calculus approach ⋮ \(\gamma\)-product of white noise space and applications ⋮ Brownian motion of charged particle in oblique electric and magnetic fields with frictional anisotropy ⋮ Intersection local times of independent fractional Brownian motions as generalized white noise functionals ⋮ Stochastic integration for tempered fractional Brownian motion
This page was built for publication:
