Analysis of generalized Lévy white noise functionals (Q1827552)
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scientific article; zbMATH DE number 2083554
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| English | Analysis of generalized Lévy white noise functionals |
scientific article; zbMATH DE number 2083554 |
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Analysis of generalized Lévy white noise functionals (English)
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6 August 2004
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The authors define and study the generalized Lévy white noise functionals by means of their functional representations acting on test functionals. The main tool is the S-transform, whose closed form allows defining renormalizations of products, a multiplication and a differentiation operator, and applications to the integral calculus of such noises.
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Lévy white noise functionals
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S-transform
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0.9229867
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0.91095686
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