On a dual pair of spaces of smooth and generalized random variables

DOI10.1007/BF02345829zbMath0839.46035OpenAlexW1969319894MaRDI QIDQ1904298

Matthias Timpel, Juergen Potthoff

Publication date: 1 February 1996

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02345829

zbMATH Keywords

white noise analysis\({\mathcal S}\)-transformexonentials of the Ornstein-Uhlenbeck operatorsmooth and generalized random variableswhite noise probability space

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Spaces defined by inductive or projective limits (LB, LF, etc.) (46A13) Spaces of differentiable or holomorphic functions on infinite-dimensional spaces (46E50) Distributions on infinite-dimensional spaces (46F25)

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Cites Work

• Lectures on stochastic differential equations and Malliavin calculus
• Sobolev spaces of Wiener functionals and Malliavin's calculus
• Dirichlet forms and white noise analysis
• Espaces de Sobolev gaussiens. (Gaussian Sobolev spaces)
• A characterization of Hida distributions
• Analytic version of test functionals, Fourier transform, and a characterization of measures in white noise calculus
• Invariant states on random and quantum fields: \(\phi\)-bounds and white noise analysis
• The composition of Wiener functionals with non absolutely continuous shifts
• Quantum mechanical propagators in terms of Hida distributions
• Generalized functionals in Gaussian spaces: The characterization theorem revisited
• Stochastic Volterra equations with singular kernels
• On a double Riemann–Hilbert approach to stimulated Raman scattering
• Law of large numbers and central limit theorem for donsker's delta function
• A Characterization of White Noise Test Functionals
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