Wick calculus for regular generalized stochastic functionals

DOI10.1515/rose.1999.7.3.263zbMath0955.60066OpenAlexW1993375311MaRDI QIDQ4509157

Martin Grothaus, G. F. Us, Yuri G. Kondratiev

Publication date: 11 October 2000

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.1999.7.3.263

zbMATH Keywords

stochastic partial differential equationsWick calculusgeneralized stochastic functionals

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (7)

The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach ⋮ A limit theorem for quadratic fluctuations in symmetric simple exclusion ⋮ On unbiased stochastic Navier-Stokes equations ⋮ White noise differential equations for vector-valued white noise functionals ⋮ Mittag-Leffler analysis. II: Application to the fractional heat equation. ⋮ Adaptive Wick--Malliavin Approximation to Nonlinear SPDEs with Discrete Random Variables ⋮ Wick calculus for vector-valued Gaussian white noise unctionals

Cites Work

• Spaces of white noise distributions: Constructions, descriptions, applications. I
• On a dual pair of spaces of smooth and generalized random variables

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