Operator theory of multiple Itô-integrals
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covarianceGaussian free fieldsgeneralized Brownian motiongeneralized Itô-integrationharmonic analysisHilbert spacereproducing kernel Hilbert spacetransforms
Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Applications of functional analysis to differential and integral equations (46N20) Applications of functional analysis in probability theory and statistics (46N30) Linear symmetric and selfadjoint operators (unbounded) (47B25) Linear operators in reproducing-kernel Hilbert spaces (including de Branges, de Branges-Rovnyak, and other structured spaces) (47B32) General theory of ordinary differential operators (47E05) Gaussian processes (60G15) Generalized stochastic processes (60G20) Stochastic integrals (60H05) Diffusion processes (60J60)
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