A generalized stochastic derivative on the Kondratiev-type space of regular generalized functions of gamma white noise

zbMATH Open1116.60034MaRDI QIDQ3440671FDOQ3440671

Authors: N. A. Kachanovsky 

Publication date: 29 May 2007

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zbMATH Keywords

gamma measureKondratiev spacestochastic derivativeextended stochastic integral

Mathematics Subject Classification ID

White noise theory (60H40) Topological linear spaces of test functions, distributions and ultradistributions (46F05)

Cited In (12)

• On Wick calculus on spaces of nonregular generalized functions of Lévy white noise analysis
• Generalized stochastic derivatives on a space of regular generalized functions of Meixner white noise
• Generalized stochastic derivatives on parametrized spaces of regular generalized functions of Meixner white noise
• Extended Stochastic Integral and Wick Calculus on Spaces of Regular Generalized Functions Connected with Gamma Measure
• Operators of stochastic differentiation on spaces of nonregular generalized functions of Lévy white noise analysis
• An improved characterisation of regular generalised functions of white noise and an application to singular SPDEs
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• THE GROSS DERIVATIVE AND GENERALIZED RANDOM VARIABLES
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• On operators of stochastic differentiation on spaces of regular test and generalized functions of Lévy white noise analysis
• Generalized stochastic derivatives on spaces of nonregular generalized functions of Meixner white noise

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