Brownian functionals and applications
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Fourier transformrenormalizationSobolev spaceFeynman integralcausal calculusgeneralized Brownian functionalgeneralized multiple Wiener integralWiener-Ito decomposition
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Brownian motion (60J65) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42B10) Generalized stochastic processes (60G20) Stochastic integrals (60H05) Distributions on infinite-dimensional spaces (46F25)
Cites work
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- Calculus on Gaussian white noise. I
- Calculus on Gaussian white noise. II
- Calculus on Gaussian white noise. III
- Calculus on Gaussian white noise. IV
- Gaussian measures in Banach spaces
- Generalized Brownian functionals and the Feynman integral
- Generalized multiple Wiener integrals
- Integration by parts for abstract Wiener measures
- Multiple Wiener integral
- On Fourier transform of generalized Brownian functionals
- On quantum theory in terms of white noise
- White noise analysis and nonlinear filtering problems
Cited in
(22)- Wiener distributions and white noise analysis
- Semigroups associated with generalized Brownian functionals
- White-noise approach to Malliavin's calculus
- Random fields as generalized white noise functionals
- White noise delta functions and infinite-dimensional Laplacians
- Lévy Laplacian of generalized functions on a nuclear space
- A delta white noise functional
- White noise approach to stochastic integration
- Generalized Brownian functionals and stochastic integrals
- Itô's lemma without non-anticipatory conditions
- A generalization of Itô's lemma
- Generalized Poisson functionals
- Stochastic integrals for nonprevisible, multiparameter processes
- On the connection of the white-noise and Malliavin calculi
- A characterization of Hida distributions
- The Fourier transform in white noise calculus
- Dirichlet forms and white noise analysis
- Generalized Brownian functionals and the solution to a stochastic partial differential equation
- Analytic version of test functionals, Fourier transform, and a characterization of measures in white noise calculus
- Spaces of white noise distributions: Constructions, descriptions, applications. I
- scientific article; zbMATH DE number 4072063 (Why is no real title available?)
- A fundamental solution to the Schrödinger equation with Doss potentials and its smoothness
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