Generalized functions on infinite dimensional spaces and its applications to white noise calculus

DOI10.1016/0022-1236(89)90079-7zbMath0683.46035OpenAlexW2028434758MaRDI QIDQ1824825

Yuh-Jia Lee

Publication date: 1989

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-1236(89)90079-7

zbMATH Keywords

Fourier transformwhite noisegeneralized functionabstract Wiener spacesgeneralized Brownian functionalcomposition of a tempered distribution with the Brownian motionItô formula for generalized Brownian functionalsKubo-Takenaka theorem for stochastic integration

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05) Distributions on infinite-dimensional spaces (46F25)

Related Items

Non-Gaussian complex random fields, their skeletons and path measures, THE RIESZ REPRESENTATION THEOREM ON INFINITE DIMENSIONAL SPACES AND ITS APPLICATIONS, A generalization of the Riesz representation theorem to infinite dimensions, A characterization of Hida distributions, Analytic version of test functionals, Fourier transform, and a characterization of measures in white noise calculus, The Taylor map on complex path groups, A PROBABILISTIC APPROACH TO THE REPRESENTATION OF POSITIVE GENERALIZED WHITE NOISE FUNCTIONALS, A recurrence formula with respect to the Cameron–Storvick type theorem of the 𝒯-transform, The Fourier transform in white noise calculus, Analysis of generalized Lévy white noise functionals

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