Operator theory of multiple Itô-integrals

DOI10.7900/JOT.2023JUN14.2428MaRDI QIDQ6971100zbMATH OpenFDO

Authors Palle Jorgensen, Feng Tian

Publication date 17 June 2025

Published in Journal of Operator Theory (Search for Journal in Brave)

zbMATH Keywords

covariancereproducing kernel Hilbert spaceHilbert spaceharmonic analysisgeneralized Brownian motionGaussian free fieldstransformsgeneralized Itô-integration

Mathematics Subject Classification ID

Gaussian processes (60G15) Applications of functional analysis in probability theory and statistics (46N30) Diffusion processes (60J60) 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) Linear symmetric and selfadjoint operators (unbounded) (47B25) Generalized stochastic processes (60G20) Stochastic integrals (60H05) 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)

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