Generalized stochastic derivatives on spaces of nonregular generalized functions of Meixner white noise

DOI10.1007/S11253-008-0105-9MaRDI QIDQ3607256zbMATH OpenOpenAlexFDO

Authors N. A. Kachanovsky

Publication date 28 February 2009

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL http://dspace.nbuv.gov.ua/handle/123456789/164688

zbMATH Keywords

Kondratiev spacesMeixner measureMeixner white noisegeneralized stochastic derivative

Mathematics Subject Classification ID

White noise theory (60H40) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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• A generalized stochastic derivative on the Kondratiev-type space of regular generalized functions of gamma white noise
• The integration by parts formula in the Meixner white noise analysis
• AN EXTENDED STOCHASTIC INTEGRAL AND A WICK CALCULUS ON PARAMETRIZED KONDRATIEV-TYPE SPACES OF MEIXNER WHITE NOISE

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