Chaos expansions: applications to a generalized eigenvalue problem for the Malliavin derivative
DOI10.1080/10652469.2010.499734zbMath1237.60054OpenAlexW2009700370MaRDI QIDQ3074597
Stevan Pilipović, Tijana Levajković, Dora Seleši
Publication date: 9 February 2011
Published in: Integral Transforms and Special Functions (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10652469.2010.499734
Ornstein-Uhlenbeck operatorchaos expansiongeneralized random processMalliavin derivativeHermite polynomials and functionsseries expansions of distributions
Integral transforms in distribution spaces (46F12) White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Other functions defined by series and integrals (33E20) General integral transforms (44A05)
Related Items (5)
Cites Work
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- Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise
- The Malliavin Calculus and Related Topics
- EXPANSION THEOREMS FOR GENERALIZED RANDOM PROCESSES, WICK PRODUCTS AND APPLICATIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS
- Hermite expansions and products of tempered distributions
- Stochastic Partial Differential Equations Driven by Purely Spatial Noise
- A class of self-similar stochastic processes with stationary increments to model anomalous diffusion in physics
- Generalized solutions to abstract stochastic problems
- Stochastic Differential Equations: A Wiener Chaos Approach
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