scientific article; zbMATH DE number 18904
[For the entire collection see Zbl 0731.00027.] This paper is a review of the theory of generalized Brownian functionals, or white noise calculus, which he and his colleagues have developed. He emphasizes that this theory is a direct descendant of P. Lévy's ``theory of functional analysis with following distinctive features: Taking ``la valeur moyenne can be rephrased, and new tools, \({\mathcal T}\)- transform and infinite dimensional rotation group, are provided. The contents are: 1. Introduction; 2. White noise and Brownian functionals --- integral representation or \({\mathcal T}\)-transform, infinite-dimensional rotation group; 3. Applications of the integral representation --- stochastic differential equations, Kac formula, stochastic area, exponential of a quadratic functional; 4. Infinite- dimensional rotation group \(O(E)\) --- finite-dimensional rotations, the Lévy group, whiskers; 5. Generalized Brownian functionals --- extension of \({\mathcal H}_ n\), finite-dimensional analogue; 6. Causal calculus; 7. Multi-dimensional parameter case --- generalized functional, rotation group; 8. Concluding remarks.
- Generalized Brownian functionals and stochastic integrals
- Brownian motion and its functionals
- Semigroups associated with generalized Brownian functionals
- A variational representation for certain functionals of Brownian motion
- Generalized functionals of Brownian motion
- Multiplicative functional for reflected Brownian motion via deterministic ODE
- Dynamical properties of endomorphisms, multiresolutions, similarity and orthogonality relations
- Infinite-dimensional Lie algebras, representations, Hermitian duality and the operators of stochastic calculus
- On Lévy's Brownian motion and white noise space on the circle
- Mathematics, physics and Streit since 1975
- Functionals of the Brownian Bridge
- scientific article; zbMATH DE number 4131379 (Why is no real title available?)
- Generalized functionals of Brownian motion and their applications. Nonlinear functionals of fundamental stochastic processes.
- Lévy’s functional analysis in terms of an infinite dimensional Brownian motion III
- scientific article; zbMATH DE number 5637970 (Why is no real title available?)
- scientific article; zbMATH DE number 5638045 (Why is no real title available?)
- scientific article; zbMATH DE number 3913398 (Why is no real title available?)
- scientific article; zbMATH DE number 3976004 (Why is no real title available?)
- scientific article; zbMATH DE number 4026493 (Why is no real title available?)
- scientific article; zbMATH DE number 4056717 (Why is no real title available?)
- scientific article; zbMATH DE number 4072063 (Why is no real title available?)
- scientific article; zbMATH DE number 4100303 (Why is no real title available?)
- scientific article; zbMATH DE number 16918 (Why is no real title available?)
- scientific article; zbMATH DE number 408258 (Why is no real title available?)
- scientific article; zbMATH DE number 1535652 (Why is no real title available?)
- scientific article; zbMATH DE number 751036 (Why is no real title available?)
- scientific article; zbMATH DE number 780878 (Why is no real title available?)
- Symmetrization in the geometric theory of functions of a complex variable
- scientific article; zbMATH DE number 850031 (Why is no real title available?)
- scientific article; zbMATH DE number 5029862 (Why is no real title available?)
- scientific article; zbMATH DE number 3424111 (Why is no real title available?)
- Analytic continuation of time in Brownian motion. Stochastic distributions approach
- Positive generalized white noise functionals
- A functional modulus of continuity for Brownian motion
- An action functional for Lévy Brownian motion
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3976320)
