scientific article; zbMATH DE number 2059080

MaRDI QIDQ4455600zbMATH OpenFDO

Authors N. A. Kachanovsky

Publication date 16 March 2004

zbMATH Keywords

Malliavin derivativePoisson measureextended stochastic integralGamma measureKondratiev spaces of generalized functions

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) White noise theory (60H40) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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Cited in

(2)

• Operators of stochastic differentiation on spaces of nonregular generalized functions of Lévy white noise analysis
• On operators of stochastic differentiation on spaces of regular test and generalized functions of Lévy white noise analysis

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