EXPANSION THEOREMS FOR GENERALIZED RANDOM PROCESSES, WICK PRODUCTS AND APPLICATIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS

DOI10.1142/S0219025707002634zbMath1115.60068OpenAlexW2119978498MaRDI QIDQ3434306

Dora Seleši, Stevan Pilipović

Publication date: 25 April 2007

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219025707002634

zbMATH Keywords

Wick productseries expansionwhite noisegeneralized random process

Mathematics Subject Classification ID

Operations with distributions and generalized functions (46F10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Generalized stochastic processes (60G20) White noise theory (60H40) Applications of functional analysis in probability theory and statistics (46N30) Distributions on infinite-dimensional spaces (46F25)

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Cites Work

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• Generalized functionals in Gaussian spaces: The characterization theorem revisited
• Generalization of Zemanian Spaces of Generalized Functions which Have Orthonormal Series Expansions
• REGULAR GENERALIZED FUNCTIONS IN GAUSSIAN ANALYSIS
• Generalized Random Processes: A Theory and the White Gaussian Process

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